-18.6%
QS vs BAH
-32.1%
+13.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.2% |
| 7D | +2.2% | -4.3% | +6.5% | +2.9% |
| 30D | -8.1% | -4.5% | -3.6% | -7.4% |
| 3M | -27.0% | -7.6% | -19.4% | -25.7% |
| 6M | -16.4% | -10.6% | -5.8% | -14.6% |
| YTD | -46.4% | -12.6% | -33.8% | -45.2% |
| 1Y | -41.1% | -27.0% | -14.1% | -38.2% |
| 3Y | -18.6% | -31.5% | +12.9% | -13.1% |
| All | -18.6% | -32.1% | +13.5% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling