+199.8%
TER vs BAH
-28.2%
+228.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +4.9% |
| 7D | +0.6% | -3.2% | +3.8% | -0.6% |
| 30D | -8.3% | +2.0% | -10.3% | -7.4% |
| 3M | -12.2% | -7.6% | -4.6% | -9.3% |
| 6M | +17.0% | -5.7% | +22.7% | +21.5% |
| YTD | +84.6% | -11.7% | +96.3% | +89.2% |
| 1Y | +199.8% | -27.4% | +227.2% | +201.0% |
| All | +199.8% | -28.2% | +228.0% | +201.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling