+169.3%
BAH vs INVH
+75.4%
+93.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.3% | -3.0% | +7.3% | +5.2% |
| 30D | -2.5% | -7.5% | +5.1% | -0.1% |
| 3M | -0.9% | -5.5% | +4.6% | +0.8% |
| 6M | +1.5% | +11.7% | -10.2% | -2.2% |
| YTD | -8.0% | +1.3% | -9.3% | -8.6% |
| 1Y | -24.7% | -6.1% | -18.7% | -23.6% |
| 3Y | -28.4% | -9.8% | -18.6% | -27.4% |
| 5Y | +2.8% | -19.7% | +22.5% | +6.8% |
| All | +169.3% | +75.4% | +93.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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