+195.2%
BAH vs FIVE
+504.2%
-309.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | +20.8% | +12.7% | +8.1% | +19.0% |
| 3M | +11.6% | +2.1% | +9.5% | +11.0% |
| 6M | +23.1% | +17.5% | +5.6% | +20.0% |
| YTD | +5.3% | +31.0% | -25.7% | +1.0% |
| 1Y | +6.1% | +67.7% | -61.6% | -1.1% |
| 3Y | -27.5% | +43.4% | -70.9% | -33.0% |
| 5Y | +6.2% | +18.1% | -11.9% | -1.4% |
| All | +195.2% | +504.2% | -309.0% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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