-47.3%
QS vs BAH
-6.4%
-40.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -15.7% | -6.6% | -9.1% | -14.4% |
| 3M | -28.7% | -7.2% | -21.5% | -27.6% |
| 6M | -23.2% | -10.0% | -13.2% | -21.8% |
| YTD | -49.9% | -12.5% | -37.5% | -48.9% |
| 1Y | -38.8% | -27.9% | -10.9% | -34.5% |
| 3Y | -24.0% | -31.4% | +7.4% | -22.1% |
| 5Y | -75.6% | -3.2% | -72.4% | -77.9% |
| All | -47.3% | -6.4% | -40.9% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling