+598.5%
XLV vs BAH
+925.2%
-326.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.6% |
| 7D | -4.4% | +2.4% | -6.8% | -4.9% |
| 30D | -1.4% | -2.9% | +1.5% | -0.8% |
| 3M | +8.9% | -1.3% | +10.2% | +8.7% |
| 6M | +9.1% | -0.9% | +10.0% | +8.4% |
| YTD | +7.9% | -8.2% | +16.2% | +8.2% |
| 1Y | +22.7% | -24.0% | +46.7% | +28.0% |
| 3Y | +31.9% | -28.1% | +60.0% | +34.7% |
| 5Y | +34.9% | +2.5% | +32.4% | +23.7% |
| 10Y | +173.9% | +205.5% | -31.6% | +93.7% |
| All | +598.5% | +925.2% | -326.7% | +274.3% |
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