+192.9%
NRG vs BAH
+1.2%
+191.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.8% | -8.0% | -3.8% |
| 7D | -0.2% | +2.4% | -2.6% | -0.5% |
| 30D | -6.8% | -2.9% | -3.8% | -6.5% |
| 3M | -7.1% | -1.3% | -5.8% | -7.1% |
| 6M | -27.6% | -0.9% | -26.7% | -27.8% |
| YTD | -29.2% | -8.2% | -21.0% | -29.2% |
| 1Y | -29.9% | -24.0% | -5.9% | -27.2% |
| 3Y | +198.7% | -28.1% | +226.8% | +202.1% |
| 5Y | +192.9% | +2.5% | +190.4% | +168.3% |
| All | +192.9% | +1.2% | +191.7% | +168.3% |
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 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