+208.8%
BAH vs BUD
-8.7%
+217.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | +17.3% | +10.0% | +7.2% | +15.5% |
| 3M | +14.9% | +1.6% | +13.3% | +14.5% |
| 6M | +14.2% | +6.5% | +7.7% | +13.0% |
| YTD | +5.1% | +34.8% | -29.7% | -0.1% |
| 1Y | +2.1% | +36.5% | -34.4% | -3.2% |
| 3Y | -26.0% | +49.0% | -74.9% | -31.2% |
| 5Y | +9.0% | +51.7% | -42.7% | -0.1% |
| 10Y | +208.8% | -7.5% | +216.3% | +203.4% |
| All | +208.8% | -8.7% | +217.5% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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