+55.7%
T vs BAH
+9.2%
+46.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -1.7% | +17.3% | -19.0% | -3.2% |
| 3M | -7.3% | +14.9% | -22.2% | -8.6% |
| 6M | -11.2% | +14.2% | -25.4% | -12.8% |
| YTD | -8.1% | +5.1% | -13.2% | -9.6% |
| 1Y | -8.0% | +2.1% | -10.1% | -9.4% |
| 3Y | +62.1% | -26.0% | +88.1% | +58.4% |
| 5Y | +55.7% | +9.0% | +46.7% | +39.8% |
| All | +55.7% | +9.2% | +46.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling