+33.6%
XLY vs BAH
-27.9%
+61.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | +4.3% | -6.0% | -2.2% |
| 30D | -4.2% | -2.5% | -1.7% | -3.9% |
| 3M | -2.7% | -0.9% | -1.7% | -2.7% |
| 6M | -0.6% | +1.5% | -2.1% | -1.2% |
| YTD | -5.0% | -8.0% | +2.9% | -4.7% |
| 1Y | -4.1% | -24.7% | +20.6% | -1.5% |
| 3Y | +33.6% | -28.4% | +62.0% | +32.5% |
| All | +33.6% | -27.9% | +61.5% | +32.5% |
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