+202.5%
BAH vs BR
+189.7%
+12.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.3% | -3.0% | +7.2% | +5.6% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | -0.9% | +17.3% | -18.2% | -7.4% |
| 6M | +1.5% | -6.7% | +8.2% | +3.8% |
| YTD | -8.0% | -23.4% | +15.5% | +1.8% |
| 1Y | -24.7% | -32.7% | +7.9% | -12.4% |
| 3Y | -28.4% | -5.9% | -22.5% | -28.4% |
| 5Y | +2.8% | +8.4% | -5.6% | -5.5% |
| All | +202.5% | +189.7% | +12.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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