-24.7%
U vs BAH
+12.5%
-37.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +10.0% | +6.9% |
| 7D | +36.6% | -3.5% | +40.1% | +38.0% |
| 30D | +13.3% | +24.3% | -10.9% | +5.1% |
| 3M | +26.2% | +16.3% | +9.8% | +19.4% |
| 6M | +88.7% | +13.6% | +75.2% | +79.3% |
| YTD | +16.6% | +3.5% | +13.1% | +15.1% |
| 1Y | +29.0% | +2.7% | +26.3% | +27.5% |
| 3Y | +99.5% | -26.6% | +126.1% | +103.8% |
| 5Y | -66.1% | +8.5% | -74.6% | -71.9% |
| All | -24.7% | +12.5% | -37.2% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling