+7.8%
LOW vs BAH
-3.7%
+11.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | -9.3% | -6.6% | -2.7% | -8.2% |
| 3M | -8.1% | -7.2% | -0.9% | -7.2% |
| 6M | -19.8% | -10.0% | -9.8% | -18.9% |
| YTD | -16.4% | -12.5% | -3.9% | -15.5% |
| 1Y | -24.7% | -27.9% | +3.2% | -21.2% |
| 3Y | -8.8% | -31.4% | +22.6% | -7.5% |
| 5Y | +7.8% | -3.2% | +11.0% | +0.1% |
| All | +7.8% | -3.7% | +11.4% | +0.1% |
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