+116.4%
BAH vs REPL
+39.1%
+77.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.5% |
| 7D | -1.5% | +14.2% | -15.7% | -1.7% |
| 30D | +17.3% | +65.9% | -48.6% | +16.2% |
| 3M | +14.9% | +84.6% | -69.7% | +13.6% |
| 6M | +14.2% | +446.9% | -432.7% | +9.2% |
| YTD | +5.1% | +129.0% | -123.9% | +1.3% |
| 1Y | +2.1% | +167.9% | -165.8% | -2.1% |
| 3Y | -26.0% | +93.9% | -119.9% | -34.3% |
| 5Y | +9.0% | -33.0% | +41.9% | +1.5% |
| All | +116.4% | +39.1% | +77.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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