+11.1%
PL vs BAH
+12.6%
-1.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.2% | -11.3% | -10.4% |
| 7D | -20.5% | +6.0% | -26.6% | -21.9% |
| 30D | -38.8% | +31.1% | -69.9% | -43.2% |
| 3M | -49.1% | +25.2% | -74.3% | -52.4% |
| 6M | -69.4% | +18.9% | -88.3% | -71.1% |
| YTD | -42.3% | +8.3% | -50.6% | -44.2% |
| 1Y | -14.2% | +6.2% | -20.4% | -16.4% |
| 3Y | +398.7% | -22.8% | +421.5% | +395.4% |
| 5Y | +11.1% | +13.6% | -2.4% | -11.3% |
| All | +11.1% | +12.6% | -1.5% | -11.3% |
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