+202.8%
TER vs BAH
-3.4%
+206.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +6.9% | +5.6% |
| 7D | +0.6% | -3.2% | +3.9% | +0.8% |
| 30D | -8.3% | +2.0% | -10.3% | -8.5% |
| 3M | -12.2% | -7.6% | -4.6% | -10.8% |
| 6M | +17.1% | -5.7% | +22.7% | +17.7% |
| YTD | +84.7% | -11.7% | +96.4% | +86.0% |
| 1Y | +199.9% | -27.4% | +227.3% | +215.5% |
| 3Y | +232.8% | -32.5% | +265.3% | +236.1% |
| All | +202.8% | -3.4% | +206.3% | +154.3% |
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 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