+465.4%
BE vs BAH
+9.2%
+456.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.3% | +11.9% |
| 7D | -1.2% | -1.5% | +0.3% | -1.2% |
| 30D | -30.9% | +17.3% | -48.1% | -31.2% |
| 3M | -11.6% | +14.9% | -26.5% | -12.0% |
| 6M | -25.7% | +14.2% | -40.0% | -25.7% |
| YTD | +123.1% | +5.1% | +118.0% | +124.3% |
| 1Y | +43.4% | +2.1% | +41.3% | +45.3% |
| 3Y | +1,683.6% | -26.0% | +1,709.6% | +1,707.3% |
| 5Y | +465.4% | +9.0% | +456.4% | +282.1% |
| All | +465.4% | +9.2% | +456.2% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling