+589.4%
SE vs BAH
+126.7%
+462.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -6.1% | -3.2% | -2.8% | -5.2% |
| 30D | -2.5% | +2.0% | -4.5% | -3.1% |
| 3M | +21.7% | -7.6% | +29.3% | +23.8% |
| 6M | +27.0% | -5.7% | +32.7% | +27.8% |
| YTD | -12.1% | -11.7% | -0.4% | -10.8% |
| 1Y | -40.9% | -27.4% | -13.5% | -36.5% |
| 3Y | +191.0% | -32.5% | +223.5% | +195.0% |
| 5Y | -68.3% | -3.3% | -64.9% | -74.1% |
| All | +589.4% | +126.7% | +462.7% | +194.8% |
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