+202.5%
BAH vs BTG
+159.3%
+43.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.3% | -3.8% | +8.0% | +4.4% |
| 30D | -2.5% | +3.6% | -6.1% | -2.7% |
| 3M | -0.9% | +32.0% | -33.0% | -2.3% |
| 6M | +1.5% | +3.4% | -1.9% | +0.9% |
| YTD | -8.0% | +20.8% | -28.8% | -9.3% |
| 1Y | -24.7% | +22.4% | -47.2% | -26.0% |
| 3Y | -28.4% | +91.7% | -120.1% | -31.3% |
| 5Y | +2.8% | +79.0% | -76.2% | -1.4% |
| All | +202.5% | +159.3% | +43.2% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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