+71.7%
TER vs BAH
+6.1%
+65.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +14.4% | +1.7% | +12.6% | +14.4% |
| 30D | -30.6% | +20.8% | -51.4% | -30.8% |
| 3M | -39.2% | +11.6% | -50.8% | -39.2% |
| 6M | -31.3% | +23.1% | -54.4% | -31.8% |
| YTD | +29.1% | +5.3% | +23.8% | +29.5% |
| 1Y | +47.4% | +6.1% | +41.3% | +47.5% |
| 3Y | +191.2% | -27.5% | +218.7% | +205.6% |
| All | +71.7% | +6.1% | +65.5% | +44.9% |
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