-24.5%
Z vs BAH
-6.2%
-18.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.7% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -4.2% | +2.0% | -6.2% | -4.7% |
| 3M | -3.7% | -7.6% | +3.9% | -4.8% |
| 6M | -24.5% | -5.7% | -18.8% | -25.8% |
| All | -24.5% | -6.2% | -18.3% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling