-79.4%
RUN vs BAH
-2.8%
-76.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +4.1% |
| 7D | +10.2% | -4.3% | +14.5% | +11.9% |
| 30D | -9.6% | -4.5% | -5.1% | -8.2% |
| 3M | -31.5% | -7.6% | -23.9% | -29.8% |
| 6M | -18.7% | -10.6% | -8.1% | -16.9% |
| YTD | -49.9% | -12.6% | -37.3% | -48.6% |
| 1Y | -45.5% | -27.0% | -18.5% | -39.6% |
| 3Y | -34.1% | -31.5% | -2.6% | -36.1% |
| 5Y | -79.4% | -3.8% | -75.6% | -86.2% |
| All | -79.4% | -2.8% | -76.6% | -86.2% |
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