-27.8%
STM vs BAH
+14.6%
-42.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.9% | +1.8% |
| 7D | -10.7% | -3.5% | -7.2% | -12.4% |
| 30D | -25.7% | +24.3% | -50.0% | -15.1% |
| 3M | -21.6% | +16.3% | -37.9% | -12.9% |
| 6M | -27.8% | +13.6% | -41.4% | -17.2% |
| All | -27.8% | +14.6% | -42.4% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling