+87.5%
U vs BAH
-26.8%
+114.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | +27.6% | +20.8% | +6.8% | +20.5% |
| 3M | +15.3% | +11.6% | +3.8% | +11.3% |
| 6M | +96.4% | +23.1% | +73.3% | +84.2% |
| YTD | +19.6% | +5.3% | +14.3% | +18.4% |
| 1Y | +42.1% | +6.1% | +36.0% | +40.7% |
| 3Y | +87.5% | -27.5% | +115.0% | +86.1% |
| All | +87.5% | -26.8% | +114.4% | +86.1% |
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