+22.4%
XLP vs BAH
+2.0%
+20.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -1.0% |
| 7D | +0.7% | -3.5% | +4.3% | +1.0% |
| 30D | +10.3% | +24.3% | -14.0% | +8.8% |
| 3M | +6.5% | +16.3% | -9.8% | +5.5% |
| 6M | +8.4% | +13.6% | -5.2% | +6.6% |
| YTD | +18.2% | +3.5% | +14.7% | +15.8% |
| 1Y | +22.4% | +2.7% | +19.7% | +19.7% |
| All | +22.4% | +2.0% | +20.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling