+219.6%
BAH vs COO
+41.2%
+178.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.0% |
| 7D | -3.5% | +4.7% | -8.3% | -4.6% |
| 30D | +24.3% | +13.9% | +10.4% | +20.5% |
| 3M | +16.3% | -14.9% | +31.3% | +20.3% |
| 6M | +13.6% | +2.0% | +11.6% | +11.9% |
| YTD | +3.5% | -23.9% | +27.4% | +9.6% |
| 1Y | +2.7% | -9.6% | +12.3% | +4.0% |
| 3Y | -26.6% | -25.4% | -1.1% | -24.1% |
| 5Y | +8.5% | -41.2% | +49.7% | +18.7% |
| All | +219.6% | +41.2% | +178.4% | +188.7% |
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