+44.4%
XLU vs BAH
+1.2%
+43.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -1.4% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | -2.5% | -2.9% | +0.4% | -2.3% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -7.5% | -0.9% | -6.6% | -7.8% |
| YTD | +0.9% | -8.2% | +9.2% | +0.9% |
| 1Y | +3.3% | -24.0% | +27.3% | +5.7% |
| 3Y | +47.3% | -28.1% | +75.4% | +45.3% |
| 5Y | +44.4% | +2.5% | +41.9% | +29.0% |
| All | +44.4% | +1.2% | +43.2% | +29.0% |
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 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