+202.5%
BAH vs BG
+166.7%
+35.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +4.3% | +3.1% | +1.1% | +3.8% |
| 30D | -2.5% | +10.2% | -12.7% | -3.9% |
| 3M | -0.9% | -1.7% | +0.7% | -0.9% |
| 6M | +1.5% | +1.0% | +0.5% | +1.1% |
| YTD | -8.0% | +39.9% | -47.9% | -12.6% |
| 1Y | -24.7% | +53.2% | -78.0% | -29.6% |
| 3Y | -28.4% | +16.3% | -44.7% | -31.0% |
| 5Y | +2.8% | +83.9% | -81.1% | -8.4% |
| All | +202.5% | +166.7% | +35.9% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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