-22.3%
MOH vs BAH
+2.5%
-24.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | -0.9% | -2.5% | +1.6% | -0.5% |
| 3M | +5.7% | -0.9% | +6.6% | +5.7% |
| 6M | +39.1% | +1.5% | +37.7% | +38.3% |
| YTD | +17.7% | -8.0% | +25.7% | +18.2% |
| 1Y | +8.4% | -24.7% | +33.1% | +13.0% |
| 3Y | -36.6% | -28.4% | -8.2% | -36.0% |
| All | -22.3% | +2.5% | -24.9% | -28.5% |
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