+748.2%
SPY vs BAH
+886.2%
-138.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.1% | -3.2% | +3.4% | +0.8% |
| 30D | +0.1% | +2.0% | -2.0% | -0.5% |
| 3M | +2.0% | -7.6% | +9.6% | +3.4% |
| 6M | +13.0% | -5.7% | +18.7% | +13.3% |
| YTD | +13.5% | -11.7% | +25.3% | +14.8% |
| 1Y | +20.0% | -27.4% | +47.3% | +26.7% |
| 3Y | +77.2% | -32.5% | +109.7% | +83.7% |
| 5Y | +81.9% | -3.3% | +85.2% | +67.2% |
| 10Y | +314.1% | +186.0% | +128.1% | +187.4% |
| All | +748.2% | +886.2% | -138.0% | +314.4% |
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