+369.6%
XLU vs BAH
+878.1%
-508.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.6% | -1.3% | +2.0% | +0.9% |
| 30D | -0.4% | -6.6% | +6.2% | +0.7% |
| 3M | -1.7% | -7.2% | +5.4% | -0.9% |
| 6M | -7.1% | -10.0% | +2.9% | -6.1% |
| YTD | +1.9% | -12.5% | +14.4% | +2.8% |
| 1Y | +6.1% | -27.9% | +34.0% | +10.6% |
| 3Y | +48.8% | -31.4% | +80.2% | +52.2% |
| 5Y | +43.8% | -3.2% | +47.0% | +34.9% |
| 10Y | +143.2% | +191.5% | -48.3% | +94.4% |
| All | +369.6% | +878.1% | -508.5% | +204.1% |
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