+883.7%
BAH vs BNS
+274.7%
+608.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -3.2% | +1.5% | -4.8% | -3.7% |
| 30D | +2.0% | +6.0% | -3.9% | -0.1% |
| 3M | -7.6% | +16.3% | -24.0% | -12.4% |
| 6M | -5.7% | +28.8% | -34.4% | -13.7% |
| YTD | -11.7% | +30.0% | -41.7% | -19.6% |
| 1Y | -27.4% | +50.7% | -78.1% | -37.2% |
| 3Y | -32.5% | +125.4% | -157.9% | -49.8% |
| 5Y | -3.3% | +94.2% | -97.6% | -25.2% |
| 10Y | +186.0% | +182.8% | +3.2% | +84.8% |
| All | +883.7% | +274.7% | +608.9% | +460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling