+90.1%
RF vs BAH
-3.4%
+93.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.3% | -3.2% | +4.6% | +1.8% |
| 30D | -3.6% | +2.0% | -5.6% | -4.0% |
| 3M | +8.1% | -7.6% | +15.7% | +9.2% |
| 6M | +11.5% | -5.7% | +17.1% | +11.8% |
| YTD | +15.6% | -11.7% | +27.3% | +16.3% |
| 1Y | +15.7% | -27.4% | +43.0% | +20.6% |
| 3Y | +86.9% | -32.5% | +119.4% | +85.7% |
| All | +90.1% | -3.4% | +93.5% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling