+164.1%
MAR vs BAH
+9.2%
+154.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | +14.0% | +17.3% | -3.2% | +11.6% |
| 3M | +18.1% | +14.9% | +3.2% | +15.8% |
| 6M | +18.6% | +14.2% | +4.3% | +16.0% |
| YTD | +35.3% | +5.1% | +30.1% | +33.1% |
| 1Y | +44.5% | +2.1% | +42.4% | +42.6% |
| 3Y | +120.7% | -26.0% | +146.7% | +123.6% |
| 5Y | +164.1% | +9.0% | +155.1% | +155.9% |
| All | +164.1% | +9.2% | +154.9% | +155.9% |
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