+33.1%
S vs BAH
+2.0%
+31.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +3.5% |
| 7D | -13.4% | -3.5% | -9.9% | -12.2% |
| 30D | -14.0% | +24.3% | -38.2% | -22.0% |
| 3M | +4.9% | +16.3% | -11.5% | -1.8% |
| 6M | +42.0% | +13.6% | +28.4% | +34.1% |
| YTD | +45.1% | +3.5% | +41.6% | +36.1% |
| 1Y | +33.1% | +2.7% | +30.4% | +23.1% |
| All | +33.1% | +2.0% | +31.1% | +23.1% |
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