+151.8%
TER vs BAH
-26.3%
+178.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +1.9% |
| 7D | -20.5% | -3.5% | -16.9% | -20.8% |
| 30D | -47.0% | +24.3% | -71.3% | -45.4% |
| 3M | -43.3% | +16.3% | -59.6% | -41.9% |
| 6M | -42.9% | +13.6% | -56.5% | -40.6% |
| YTD | +12.9% | +3.5% | +9.4% | +17.1% |
| 1Y | +18.2% | +2.7% | +15.5% | +22.7% |
| 3Y | +151.8% | -26.6% | +178.4% | +172.0% |
| All | +151.8% | -26.3% | +178.1% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling