+873.0%
ZBRA vs BAH
+886.2%
-13.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.9% |
| 7D | +1.8% | -3.2% | +5.0% | +2.8% |
| 30D | -1.7% | +2.0% | -3.7% | -2.5% |
| 3M | +47.8% | -7.6% | +55.4% | +50.7% |
| 6M | +56.7% | -5.7% | +62.4% | +57.6% |
| YTD | +49.4% | -11.7% | +61.1% | +52.3% |
| 1Y | +16.5% | -27.4% | +43.9% | +26.5% |
| 3Y | +31.5% | -32.5% | +64.0% | +39.5% |
| 5Y | -38.6% | -3.3% | -35.2% | -44.5% |
| 10Y | +421.0% | +186.0% | +235.0% | +222.9% |
| All | +873.0% | +886.2% | -13.2% | +297.7% |
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