+219.6%
BAH vs CAPR
-68.5%
+288.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.5% |
| 7D | -3.5% | +41.1% | -44.6% | -3.7% |
| 30D | +24.3% | +11.1% | +13.1% | +24.1% |
| 3M | +16.3% | +115.3% | -99.0% | +15.7% |
| 6M | +13.6% | -73.8% | +87.4% | +13.9% |
| YTD | +3.5% | -68.8% | +72.3% | +3.6% |
| 1Y | +2.7% | +43.3% | -40.6% | +0.4% |
| 3Y | -26.6% | +214.7% | -241.3% | -29.4% |
| 5Y | +8.5% | +141.3% | -132.8% | +4.1% |
| All | +219.6% | -68.5% | +288.1% | +198.3% |
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