+32.6%
NET vs BAH
+12.0%
+20.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -2.9% |
| 7D | -16.4% | +5.8% | -22.1% | -17.6% |
| 30D | -25.8% | +28.7% | -54.5% | -30.7% |
| 3M | -11.5% | +20.9% | -32.4% | -15.9% |
| 6M | +18.9% | +15.2% | +3.8% | +14.0% |
| YTD | +35.2% | +7.1% | +28.1% | +29.4% |
| 1Y | +14.5% | +6.4% | +8.1% | +9.6% |
| 3Y | +313.8% | -23.6% | +337.5% | +294.6% |
| 5Y | +32.6% | +11.5% | +21.1% | -17.8% |
| All | +32.6% | +12.0% | +20.5% | -17.8% |
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