+531.5%
XLF vs BAH
+876.9%
-345.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.1% |
| 7D | +0.2% | -4.3% | +4.5% | +1.3% |
| 30D | -0.5% | -4.5% | +3.9% | +0.6% |
| 3M | +10.6% | -7.6% | +18.2% | +12.3% |
| 6M | +14.3% | -10.6% | +24.9% | +16.5% |
| YTD | +5.5% | -12.6% | +18.1% | +7.3% |
| 1Y | +9.6% | -27.0% | +36.6% | +16.5% |
| 3Y | +75.2% | -31.5% | +106.7% | +81.0% |
| 5Y | +65.5% | -3.8% | +69.4% | +50.2% |
| 10Y | +246.4% | +183.9% | +62.5% | +122.6% |
| All | +531.5% | +876.9% | -345.4% | +150.0% |
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 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