+5.8%
XLU vs BAH
-28.2%
+34.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.8% | -3.2% | +4.1% | +0.8% |
| 30D | -1.3% | +2.0% | -3.3% | -1.3% |
| 3M | -1.3% | -7.6% | +6.3% | -1.9% |
| 6M | -7.6% | -5.7% | -2.0% | -8.2% |
| YTD | +2.3% | -11.7% | +14.0% | +1.3% |
| 1Y | +5.8% | -27.4% | +33.1% | +5.6% |
| All | +5.8% | -28.2% | +34.0% | +5.6% |
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 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