+387.6%
XLP vs BAH
+1,110.0%
-722.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +3.5% | +6.0% | -2.6% | +2.4% |
| 30D | +11.6% | +31.1% | -19.5% | +6.5% |
| 3M | +7.6% | +25.2% | -17.5% | +3.4% |
| 6M | +10.0% | +18.9% | -8.9% | +6.2% |
| YTD | +19.7% | +8.3% | +11.4% | +16.4% |
| 1Y | +23.5% | +6.2% | +17.3% | +20.3% |
| 3Y | +44.0% | -22.8% | +66.7% | +44.9% |
| 5Y | +42.7% | +13.6% | +29.1% | +30.9% |
| 10Y | +131.3% | +240.2% | -108.9% | +75.3% |
| All | +387.6% | +1,110.0% | -722.4% | +200.6% |
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