+202.5%
BAH vs BUD
-4.5%
+207.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +18.0% | +7.4% | +10.6% | +16.7% |
| 3M | +11.4% | +4.3% | +7.1% | +10.6% |
| 6M | +17.7% | +5.3% | +12.4% | +16.6% |
| YTD | +5.4% | +33.2% | -27.9% | +0.3% |
| 1Y | +2.8% | +31.8% | -29.0% | -2.0% |
| 3Y | -26.7% | +47.8% | -74.4% | -31.8% |
| 5Y | +8.1% | +50.2% | -42.1% | -0.8% |
| 10Y | +202.5% | -4.8% | +207.3% | +195.7% |
| All | +202.5% | -4.5% | +207.0% | +195.7% |
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