+195.9%
BAH vs SM
+18.2%
+177.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | 0.0% |
| 7D | -2.6% | +10.6% | -13.2% | -2.9% |
| 30D | +20.4% | -15.0% | +35.3% | +21.0% |
| 3M | +11.9% | +1.7% | +10.2% | +11.6% |
| 6M | +17.1% | +5.9% | +11.3% | +16.6% |
| YTD | +5.5% | +79.0% | -73.5% | +2.9% |
| 1Y | +5.6% | +84.7% | -79.1% | +2.8% |
| 3Y | -26.5% | -3.5% | -23.1% | -27.4% |
| 5Y | +6.5% | +4.9% | +1.5% | +4.2% |
| All | +195.9% | +18.2% | +177.8% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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