+202.5%
BAH vs BNS
+188.9%
+13.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.3% | -0.4% | +4.7% | +4.4% |
| 30D | -2.5% | +3.5% | -5.9% | -3.5% |
| 3M | -0.9% | +14.1% | -15.0% | -4.8% |
| 6M | +1.5% | +33.8% | -32.3% | -7.0% |
| YTD | -8.0% | +29.5% | -37.4% | -15.0% |
| 1Y | -24.7% | +48.4% | -73.1% | -33.3% |
| 3Y | -28.4% | +129.6% | -158.0% | -45.1% |
| 5Y | +2.8% | +96.1% | -93.3% | -18.1% |
| All | +202.5% | +188.9% | +13.6% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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