+33.6%
TER vs BAH
+2.9%
+30.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | +0.2% |
| 7D | -8.9% | +0.5% | -9.4% | -8.6% |
| 30D | -39.1% | +18.2% | -57.3% | -33.4% |
| 3M | -32.8% | +13.1% | -45.8% | -27.0% |
| 6M | -31.7% | +15.2% | -46.9% | -20.8% |
| YTD | +26.9% | +6.0% | +20.9% | +40.4% |
| 1Y | +33.6% | +3.1% | +30.5% | +49.3% |
| All | +33.6% | +2.9% | +30.6% | +49.3% |
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