+5.4%
S vs BAH
-27.4%
+32.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.9% |
| 7D | -5.8% | -4.3% | -1.5% | -4.2% |
| 30D | -9.2% | -4.5% | -4.7% | -7.6% |
| 3M | +23.4% | -7.6% | +31.0% | +26.5% |
| 6M | +36.9% | -10.6% | +47.5% | +41.8% |
| YTD | +29.5% | -12.6% | +42.1% | +31.9% |
| 1Y | +5.4% | -27.0% | +32.4% | +6.0% |
| All | +5.4% | -27.4% | +32.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling