+195.2%
BAH vs BB
+21.8%
+173.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.1% |
| 7D | +1.7% | +1.8% | -0.1% | +1.6% |
| 30D | +20.8% | +8.1% | +12.6% | +19.8% |
| 3M | +11.6% | -1.0% | +12.6% | +11.1% |
| 6M | +23.1% | +45.9% | -22.8% | +18.0% |
| YTD | +5.3% | +134.8% | -129.6% | -3.0% |
| 1Y | +6.1% | +104.6% | -98.5% | -1.3% |
| 3Y | -27.5% | +152.8% | -180.3% | -35.3% |
| 5Y | +6.2% | -17.4% | +23.6% | +2.3% |
| All | +195.2% | +21.8% | +173.4% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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