+391.8%
BAC vs BAH
+182.5%
+209.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | +1.2% | -4.3% | +5.5% | +2.2% |
| 30D | -0.7% | -4.5% | +3.7% | +0.3% |
| 3M | +16.9% | -7.6% | +24.5% | +18.7% |
| 6M | +29.6% | -10.6% | +40.2% | +31.9% |
| YTD | +15.3% | -12.6% | +27.8% | +17.0% |
| 1Y | +28.8% | -27.0% | +55.8% | +36.7% |
| 3Y | +136.4% | -31.5% | +167.9% | +139.7% |
| 5Y | +72.9% | -3.8% | +76.7% | +49.9% |
| 10Y | +391.8% | +183.9% | +207.8% | +201.5% |
| All | +391.8% | +182.5% | +209.2% | +201.5% |
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