-55.9%
W vs BAH
+6.1%
-62.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | +6.8% | +20.8% | -14.0% | +0.5% |
| 3M | +10.7% | +11.6% | -0.9% | +6.5% |
| 6M | +86.3% | +23.1% | +63.2% | +72.9% |
| YTD | +11.5% | +5.3% | +6.2% | +7.0% |
| 1Y | +5.1% | +6.1% | -1.0% | +0.3% |
| 3Y | +171.0% | -27.5% | +198.5% | +177.5% |
| All | -55.9% | +6.1% | -62.0% | -66.2% |
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