+195.2%
BAH vs BG
+111.0%
+84.2%
-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% | -1.9% | -0.5% |
| 7D | +1.7% | +2.6% | -0.9% | +1.3% |
| 30D | +20.8% | -6.7% | +27.5% | +21.9% |
| 3M | +11.6% | -9.3% | +20.8% | +12.9% |
| 6M | +23.1% | -18.3% | +41.4% | +26.3% |
| YTD | +5.3% | +16.2% | -10.9% | +2.6% |
| 1Y | +6.1% | +7.6% | -1.5% | +4.5% |
| 3Y | -27.5% | +6.6% | -34.1% | -29.4% |
| 5Y | +6.2% | +22.2% | -16.0% | +0.3% |
| All | +195.2% | +111.0% | +84.2% | +152.4% |
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