+200.5%
B vs BAH
+218.8%
-18.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +11.3% | -1.5% | +12.8% | +11.4% |
| 30D | +2.9% | +17.3% | -14.3% | +1.7% |
| 3M | -2.9% | +14.9% | -17.7% | -4.0% |
| 6M | -1.2% | +14.2% | -15.4% | -2.5% |
| YTD | -1.3% | +5.1% | -6.5% | -2.4% |
| 1Y | +30.4% | +2.1% | +28.3% | +29.3% |
| 3Y | +195.3% | -26.0% | +221.3% | +196.7% |
| 5Y | +146.2% | +9.0% | +137.3% | +134.4% |
| 10Y | +200.5% | +208.8% | -8.3% | +182.1% |
| All | +200.5% | +218.8% | -18.3% | +182.1% |
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