-83.9%
RUN vs BAH
+10.2%
-94.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.8% | -11.4% | -10.9% |
| 7D | +0.3% | +0.5% | -0.1% | +0.1% |
| 30D | +14.0% | +18.2% | -4.2% | +6.8% |
| 3M | -11.8% | +13.1% | -24.8% | -16.2% |
| 6M | -40.4% | +15.2% | -55.6% | -44.5% |
| YTD | -52.7% | +6.0% | -58.7% | -55.0% |
| 1Y | -52.5% | +3.1% | -55.6% | -54.4% |
| 3Y | -7.7% | -26.2% | +18.5% | -8.7% |
| 5Y | -83.9% | +9.3% | -93.2% | -90.4% |
| All | -83.9% | +10.2% | -94.1% | -90.4% |
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