+208.8%
BAH vs CAPR
-64.9%
+273.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.5% |
| 7D | -1.5% | +36.0% | -37.5% | -1.7% |
| 30D | +17.3% | +25.8% | -8.5% | +17.1% |
| 3M | +14.9% | +140.8% | -126.0% | +14.1% |
| 6M | +14.2% | -67.6% | +81.8% | +14.4% |
| YTD | +5.1% | -65.9% | +71.0% | +5.2% |
| 1Y | +2.1% | +66.1% | -64.0% | -0.3% |
| 3Y | -26.0% | +256.9% | -282.9% | -28.9% |
| 5Y | +9.0% | +172.1% | -163.1% | +4.4% |
| 10Y | +208.8% | -64.7% | +273.5% | +188.7% |
| All | +208.8% | -64.9% | +273.7% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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