-39.0%
U vs BAH
-4.0%
-35.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -3.8% | -3.2% | -0.6% | -2.8% |
| 30D | +17.5% | +2.0% | +15.4% | +16.8% |
| 3M | +38.7% | -7.6% | +46.4% | +41.8% |
| 6M | +104.4% | -5.7% | +110.1% | +106.4% |
| YTD | -5.7% | -11.7% | +6.0% | -1.4% |
| 1Y | +3.7% | -27.4% | +31.0% | +13.5% |
| 3Y | +12.3% | -32.5% | +44.9% | +17.6% |
| 5Y | -68.8% | -3.3% | -65.5% | -73.0% |
| All | -39.0% | -4.0% | -35.0% | -39.1% |
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 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