+26.7%
Q vs BAH
-17.4%
+44.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.5% |
| 7D | +0.2% | -3.2% | +3.5% | -0.2% |
| 30D | -11.1% | +2.0% | -13.1% | -10.9% |
| 3M | -22.1% | -7.6% | -14.5% | -20.2% |
| 6M | +0.5% | -5.7% | +6.2% | +2.2% |
| YTD | +47.8% | -11.7% | +59.5% | +45.4% |
| All | +26.7% | -17.4% | +44.2% | +21.5% |
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