+209.5%
T vs BAH
+1,074.5%
-865.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | -1.7% | +17.3% | -19.0% | -4.3% |
| 3M | -7.3% | +14.9% | -22.2% | -9.6% |
| 6M | -11.2% | +14.2% | -25.4% | -13.6% |
| YTD | -8.1% | +5.1% | -13.2% | -10.0% |
| 1Y | -8.0% | +2.1% | -10.1% | -9.7% |
| 3Y | +62.1% | -26.0% | +88.1% | +63.3% |
| 5Y | +55.7% | +9.0% | +46.7% | +42.7% |
| 10Y | +54.1% | +208.8% | -154.7% | +18.4% |
| All | +209.5% | +1,074.5% | -865.0% | +89.8% |
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 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