+45.8%
ON vs BAH
-24.1%
+69.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -6.0% | -0.1% |
| 7D | -4.7% | +2.4% | -7.2% | -4.2% |
| 30D | -13.5% | -2.9% | -10.5% | -14.0% |
| 3M | -36.3% | -1.3% | -35.0% | -33.4% |
| 6M | +17.8% | -0.9% | +18.6% | +23.0% |
| YTD | +29.6% | -8.2% | +37.8% | +34.5% |
| 1Y | +45.8% | -24.0% | +69.8% | +59.7% |
| All | +45.8% | -24.1% | +69.9% | +59.7% |
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