-41.7%
TECH vs BAH
-2.8%
-38.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +0.2% | -4.3% | +4.5% | +1.1% |
| 30D | +0.1% | -4.5% | +4.6% | +1.0% |
| 3M | +37.5% | -7.6% | +45.1% | +39.7% |
| 6M | +34.6% | -10.6% | +45.2% | +37.4% |
| YTD | +23.5% | -12.6% | +36.0% | +25.8% |
| 1Y | +34.4% | -27.0% | +61.4% | +43.1% |
| 3Y | +2.3% | -31.5% | +33.8% | +6.7% |
| 5Y | -41.7% | -3.8% | -37.9% | -47.4% |
| All | -41.7% | -2.8% | -38.9% | -47.4% |
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