+46.0%
RF vs BAH
+10.2%
+35.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +0.3% | +0.5% | -0.1% | +0.3% |
| 30D | +6.2% | +18.2% | -12.1% | +3.3% |
| 3M | -7.8% | +13.1% | -20.9% | -9.8% |
| 6M | +5.9% | +15.2% | -9.3% | +3.0% |
| YTD | +9.0% | +6.0% | +3.0% | +6.5% |
| 1Y | +19.3% | +3.1% | +16.1% | +16.9% |
| 3Y | +116.4% | -26.2% | +142.6% | +115.0% |
| 5Y | +46.0% | +9.3% | +36.7% | +32.3% |
| All | +46.0% | +10.2% | +35.8% | +32.3% |
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