+30.8%
XLV vs BAH
-27.9%
+58.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | +4.3% | -7.8% | -3.9% |
| 30D | -1.8% | -2.5% | +0.6% | -1.6% |
| 3M | +7.8% | -0.9% | +8.7% | +7.6% |
| 6M | +9.1% | +1.5% | +7.6% | +8.5% |
| YTD | +7.7% | -8.0% | +15.7% | +7.6% |
| 1Y | +20.4% | -24.7% | +45.2% | +22.6% |
| 3Y | +30.8% | -28.4% | +59.2% | +30.8% |
| All | +30.8% | -27.9% | +58.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling