-49.7%
NRG vs BAH
+6.2%
-55.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.5% | -15.0% | -13.4% |
| 7D | -13.7% | +5.8% | -19.5% | -13.3% |
| 30D | -13.6% | +28.7% | -42.3% | -11.6% |
| 3M | -28.5% | +20.9% | -49.4% | -27.1% |
| 6M | -45.8% | +15.2% | -60.9% | -44.5% |
| YTD | -46.9% | +7.1% | -54.0% | -46.5% |
| 1Y | -49.7% | +6.4% | -56.1% | -49.3% |
| All | -49.7% | +6.2% | -55.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling