+67.7%
T vs BAH
-3.4%
+71.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.8% |
| 7D | -1.3% | -3.2% | +2.0% | -1.0% |
| 30D | +11.4% | +2.0% | +9.4% | +11.1% |
| 3M | +14.3% | -7.6% | +21.9% | +14.5% |
| 6M | -9.3% | -5.7% | -3.6% | -9.3% |
| YTD | +7.1% | -11.7% | +18.8% | +7.2% |
| 1Y | -9.1% | -27.4% | +18.3% | -7.7% |
| 3Y | +105.3% | -32.5% | +137.9% | +100.1% |
| All | +67.7% | -3.4% | +71.1% | +49.6% |
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