+202.5%
BAH vs ES
+92.3%
+110.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +18.0% | +6.7% | +11.3% | +15.7% |
| 3M | +11.4% | +0.3% | +11.1% | +11.2% |
| 6M | +17.7% | +7.4% | +10.3% | +14.9% |
| YTD | +5.4% | +8.4% | -3.0% | +2.0% |
| 1Y | +2.8% | +0.6% | +2.1% | +1.5% |
| 3Y | -26.7% | +50.6% | -77.3% | -38.8% |
| 5Y | +8.1% | +4.8% | +3.2% | +2.8% |
| 10Y | +202.5% | +93.1% | +109.4% | +148.2% |
| All | +202.5% | +92.3% | +110.2% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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