-58.0%
JD vs BAH
+9.2%
-67.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | +7.9% | -1.5% | +9.4% | +8.0% |
| 30D | +4.8% | +17.3% | -12.5% | +3.4% |
| 3M | -13.9% | +14.9% | -28.8% | -15.0% |
| 6M | -5.8% | +14.2% | -20.1% | -7.1% |
| YTD | +2.4% | +5.1% | -2.7% | +1.4% |
| 1Y | -7.5% | +2.1% | -9.6% | -8.3% |
| 3Y | +20.9% | -26.0% | +46.9% | +22.4% |
| 5Y | -58.0% | +9.0% | -67.0% | -59.9% |
| All | -58.0% | +9.2% | -67.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling