+28.1%
BA vs BAH
+218.8%
-190.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -9.5% | +17.3% | -26.7% | -14.0% |
| 3M | -26.5% | +14.9% | -41.3% | -29.9% |
| 6M | -27.4% | +14.2% | -41.6% | -31.3% |
| YTD | -20.6% | +5.1% | -25.7% | -23.9% |
| 1Y | -11.4% | +2.1% | -13.5% | -14.5% |
| 3Y | -10.8% | -26.0% | +15.2% | -10.1% |
| 5Y | -21.9% | +9.0% | -30.9% | -37.2% |
| 10Y | +28.1% | +208.8% | -180.7% | -27.0% |
| All | +28.1% | +218.8% | -190.6% | -27.0% |
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