-68.0%
U vs BAH
-2.8%
-65.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.9% |
| 7D | +4.5% | -4.3% | +8.8% | +6.0% |
| 30D | -0.6% | -4.5% | +3.9% | +0.9% |
| 3M | +48.4% | -7.6% | +56.0% | +51.8% |
| 6M | +115.4% | -10.6% | +126.0% | +121.8% |
| YTD | -3.2% | -12.6% | +9.3% | +1.6% |
| 1Y | -6.0% | -27.0% | +20.9% | +2.8% |
| 3Y | +13.5% | -31.5% | +44.9% | +16.1% |
| 5Y | -68.0% | -3.8% | -64.2% | -74.7% |
| All | -68.0% | -2.8% | -65.2% | -74.7% |
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