-53.2%
S vs BAH
-5.0%
-48.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -7.7% | -3.2% | -4.5% | -6.7% |
| 30D | -5.3% | +2.0% | -7.3% | -5.9% |
| 3M | +20.3% | -7.6% | +27.9% | +22.7% |
| 6M | +47.4% | -5.7% | +53.0% | +49.4% |
| YTD | +32.5% | -11.7% | +44.3% | +35.8% |
| 1Y | +9.5% | -27.4% | +36.9% | +17.5% |
| 3Y | +15.5% | -32.5% | +48.1% | +20.1% |
| 5Y | -71.2% | -3.3% | -67.9% | -75.8% |
| All | -53.2% | -5.0% | -48.2% | -58.9% |
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