-67.2%
PL vs BAH
+14.8%
-81.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.1% |
| 7D | -11.7% | +5.8% | -17.5% | -10.7% |
| 30D | -27.1% | +28.7% | -55.8% | -23.6% |
| 3M | -44.6% | +20.9% | -65.5% | -42.3% |
| 6M | -67.2% | +15.2% | -82.3% | -64.0% |
| All | -67.2% | +14.8% | -81.9% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling