+260.6%
T vs BAH
+886.2%
-625.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -1.3% | -3.2% | +2.0% | -0.7% |
| 30D | +11.4% | +2.0% | +9.4% | +10.9% |
| 3M | +14.3% | -7.6% | +21.9% | +15.5% |
| 6M | -9.3% | -5.7% | -3.6% | -8.9% |
| YTD | +7.1% | -11.7% | +18.8% | +8.0% |
| 1Y | -9.1% | -27.4% | +18.3% | -5.6% |
| 3Y | +105.3% | -32.5% | +137.9% | +109.1% |
| 5Y | +66.8% | -3.3% | +70.1% | +55.6% |
| 10Y | +66.8% | +186.0% | -119.2% | +30.2% |
| All | +260.6% | +886.2% | -625.7% | +127.9% |
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