+65.0%
XLF vs BAH
+1.2%
+63.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.2% | -1.0% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -1.6% | -2.9% | +1.3% | -1.3% |
| 3M | +9.3% | -1.3% | +10.6% | +9.2% |
| 6M | +14.6% | -0.9% | +15.5% | +14.1% |
| YTD | +4.7% | -8.2% | +13.0% | +5.0% |
| 1Y | +8.6% | -24.0% | +32.6% | +11.8% |
| 3Y | +73.9% | -28.1% | +102.0% | +71.2% |
| 5Y | +65.0% | +2.5% | +62.5% | +48.9% |
| All | +65.0% | +1.2% | +63.8% | +48.9% |
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 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