-72.9%
QS vs BAH
+5.1%
-78.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | -14.0% | +1.7% | -15.7% | -14.1% |
| 30D | -6.4% | +20.8% | -27.1% | -8.2% |
| 3M | -40.3% | +11.6% | -51.8% | -41.1% |
| 6M | -57.5% | +23.1% | -80.6% | -57.8% |
| YTD | -64.7% | +5.3% | -69.9% | -64.8% |
| 1Y | -72.9% | +6.1% | -79.0% | -73.8% |
| All | -72.9% | +5.1% | -78.0% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling