+31.8%
BA vs BAH
+220.7%
-188.9%
-77.9%
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% | +1.9% |
| 7D | +1.1% | -3.5% | +4.6% | +2.1% |
| 30D | -7.9% | +24.3% | -32.2% | -14.2% |
| 3M | -25.3% | +16.3% | -41.6% | -29.1% |
| 6M | -24.6% | +13.6% | -38.2% | -28.5% |
| YTD | -20.1% | +3.5% | -23.6% | -23.1% |
| 1Y | -11.8% | +2.7% | -14.5% | -15.1% |
| 3Y | -10.1% | -26.6% | +16.4% | -9.3% |
| 5Y | -22.7% | +8.5% | -31.3% | -37.9% |
| All | +31.8% | +220.7% | -188.9% | -26.7% |
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 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