+9.6%
U vs BAH
-32.4%
+42.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -3.8% | -3.2% | -0.6% | -2.9% |
| 30D | +17.5% | +2.0% | +15.4% | +16.9% |
| 3M | +38.7% | -7.6% | +46.4% | +41.6% |
| 6M | +104.4% | -5.7% | +110.1% | +106.5% |
| YTD | -5.7% | -11.7% | +6.0% | -1.5% |
| 1Y | +3.7% | -27.4% | +31.0% | +10.8% |
| All | +9.6% | -32.4% | +42.0% | +11.4% |
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