+186.7%
B vs BAH
+220.7%
-34.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +0.9% |
| 7D | +9.6% | -3.5% | +13.1% | +9.9% |
| 30D | +3.5% | +24.3% | -20.7% | +1.8% |
| 3M | -1.6% | +16.3% | -17.9% | -2.8% |
| 6M | -1.7% | +13.6% | -15.3% | -3.0% |
| YTD | -5.3% | +3.5% | -8.8% | -6.2% |
| 1Y | +27.2% | +2.7% | +24.5% | +26.0% |
| 3Y | +166.1% | -26.6% | +192.7% | +167.4% |
| 5Y | +136.5% | +8.5% | +128.0% | +125.1% |
| All | +186.7% | +220.7% | -34.1% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling