-44.9%
S vs BAH
+14.1%
-58.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | -10.8% | +18.2% | -29.0% | -15.5% |
| 3M | +5.4% | +13.1% | -7.7% | +1.2% |
| 6M | +41.2% | +15.2% | +26.0% | +34.4% |
| YTD | +56.2% | +6.0% | +50.2% | +50.9% |
| 1Y | +36.3% | +3.1% | +33.2% | +32.4% |
| 3Y | +49.4% | -26.2% | +75.6% | +51.5% |
| 5Y | -66.9% | +9.3% | -76.2% | -73.0% |
| All | -44.9% | +14.1% | -58.9% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling