+112.5%
NET vs BAH
-3.4%
+115.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -7.0% | -3.2% | -3.7% | -6.1% |
| 30D | -4.8% | +2.0% | -6.8% | -5.2% |
| 3M | +3.8% | -7.6% | +11.5% | +5.7% |
| 6M | +50.0% | -5.7% | +55.7% | +51.8% |
| YTD | +41.5% | -11.7% | +53.2% | +42.8% |
| 1Y | +32.8% | -27.4% | +60.2% | +40.8% |
| 3Y | +335.9% | -32.5% | +368.4% | +321.8% |
| All | +112.5% | -3.4% | +115.9% | +46.9% |
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