+195.9%
BAH vs COO
+40.1%
+155.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -2.6% | -2.1% | -0.5% | -2.1% |
| 30D | +20.4% | +13.9% | +6.4% | +16.7% |
| 3M | +11.9% | -18.9% | +30.8% | +17.1% |
| 6M | +17.1% | +3.7% | +13.4% | +14.9% |
| YTD | +5.5% | -24.1% | +29.7% | +11.9% |
| 1Y | +5.6% | -14.2% | +19.8% | +8.4% |
| 3Y | -26.5% | -24.5% | -2.1% | -24.3% |
| 5Y | +6.5% | -40.4% | +46.9% | +16.2% |
| All | +195.9% | +40.1% | +155.9% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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