+193.4%
B vs BAH
+182.5%
+10.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | +2.3% | -4.3% | +6.7% | +2.6% |
| 30D | +1.4% | -4.5% | +5.8% | +1.6% |
| 3M | +12.2% | -7.6% | +19.8% | +12.6% |
| 6M | -2.1% | -10.6% | +8.5% | -1.7% |
| YTD | +2.9% | -12.6% | +15.5% | +3.3% |
| 1Y | +55.3% | -27.0% | +82.3% | +58.2% |
| 3Y | +198.7% | -31.5% | +230.2% | +200.5% |
| 5Y | +153.8% | -3.8% | +157.6% | +143.7% |
| 10Y | +193.4% | +183.9% | +9.5% | +175.6% |
| All | +193.4% | +182.5% | +10.9% | +175.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling