-54.9%
Z vs BAH
+10.2%
-65.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | -6.5% | +0.5% | -6.9% | -6.6% |
| 30D | -0.1% | +18.2% | -18.3% | -5.1% |
| 3M | -14.1% | +13.1% | -27.2% | -17.4% |
| 6M | -30.1% | +15.2% | -45.2% | -33.5% |
| YTD | -57.5% | +6.0% | -63.5% | -58.8% |
| 1Y | -60.3% | +3.1% | -63.4% | -61.3% |
| 3Y | -21.0% | -26.2% | +5.2% | -19.9% |
| 5Y | -54.9% | +9.3% | -64.2% | -61.4% |
| All | -54.9% | +10.2% | -65.1% | -61.4% |
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