+183.9%
BAH vs SPY
+311.3%
-127.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -4.3% | +0.5% | -4.9% | -4.7% |
| 30D | -4.5% | -0.9% | -3.5% | -3.9% |
| 3M | -7.6% | +3.9% | -11.5% | -9.8% |
| 6M | -10.6% | +14.5% | -25.1% | -18.1% |
| YTD | -12.6% | +12.9% | -25.5% | -19.2% |
| 1Y | -27.0% | +19.4% | -46.3% | -34.9% |
| 3Y | -31.5% | +78.5% | -109.9% | -53.6% |
| 5Y | -3.8% | +81.8% | -85.6% | -36.6% |
| 10Y | +183.9% | +311.5% | -127.6% | -5.0% |
| All | +183.9% | +311.3% | -127.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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