+62.9%
ON vs BAH
-3.4%
+66.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +2.4% | -3.2% | +5.7% | +2.8% |
| 30D | -3.3% | +2.0% | -5.3% | -3.6% |
| 3M | -43.6% | -7.6% | -35.9% | -42.6% |
| 6M | +19.0% | -5.7% | +24.6% | +19.7% |
| YTD | +37.4% | -11.7% | +49.1% | +38.9% |
| 1Y | +54.8% | -27.4% | +82.1% | +64.4% |
| 3Y | -25.2% | -32.5% | +7.4% | -23.5% |
| All | +62.9% | -3.4% | +66.3% | +38.2% |
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