+34.1%
XLP vs BAH
-3.4%
+37.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.7% |
| 30D | -0.9% | +2.0% | -2.9% | -1.1% |
| 3M | +3.8% | -7.6% | +11.4% | +4.4% |
| 6M | -1.7% | -5.7% | +3.9% | -1.6% |
| YTD | +10.3% | -11.7% | +22.0% | +10.7% |
| 1Y | +7.8% | -27.4% | +35.2% | +10.6% |
| 3Y | +27.2% | -32.5% | +59.7% | +27.1% |
| All | +34.1% | -3.4% | +37.5% | +24.3% |
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