-70.8%
OPEN vs BAH
+2.8%
-73.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -4.3% | -3.2% | -1.0% | -3.3% |
| 30D | -16.2% | +2.0% | -18.2% | -16.8% |
| 3M | -36.4% | -7.6% | -28.7% | -35.0% |
| 6M | -35.5% | -5.7% | -29.8% | -34.9% |
| YTD | -46.0% | -11.7% | -34.2% | -44.8% |
| 1Y | -47.1% | -27.4% | -19.8% | -42.8% |
| 3Y | -19.0% | -32.5% | +13.5% | -15.3% |
| 5Y | -83.6% | -3.3% | -80.2% | -85.1% |
| All | -70.8% | +2.8% | -73.7% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling