+7.4%
BAH vs BB
-20.8%
+28.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.9% | -4.6% |
| 7D | -3.5% | +3.8% | -7.3% | -3.7% |
| 30D | +24.3% | -0.3% | +24.6% | +24.1% |
| 3M | +16.3% | -0.5% | +16.8% | +16.0% |
| 6M | +13.6% | +45.9% | -32.3% | +10.4% |
| YTD | +3.5% | +130.6% | -127.1% | -2.0% |
| 1Y | +2.7% | +89.2% | -86.5% | -2.0% |
| 3Y | -26.6% | +137.5% | -164.1% | -31.3% |
| All | +7.4% | -20.8% | +28.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling