+73.6%
XLF vs BAH
-31.4%
+105.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -1.3% | -6.6% | +5.3% | -0.7% |
| 3M | +9.1% | -7.2% | +16.3% | +9.6% |
| 6M | +14.4% | -10.0% | +24.3% | +15.0% |
| YTD | +5.1% | -12.5% | +17.5% | +5.6% |
| 1Y | +8.6% | -27.9% | +36.5% | +10.8% |
| All | +73.6% | -31.4% | +105.0% | +72.0% |
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