+57.6%
BEN vs BAH
+186.6%
-129.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +3.4% | -1.3% | +4.7% | +3.7% |
| 30D | +1.8% | -6.6% | +8.4% | +3.5% |
| 3M | +8.4% | -7.2% | +15.5% | +9.9% |
| 6M | +35.6% | -10.0% | +45.6% | +37.9% |
| YTD | +46.4% | -12.5% | +58.8% | +48.7% |
| 1Y | +46.3% | -27.9% | +74.2% | +56.9% |
| 3Y | +54.6% | -31.4% | +86.0% | +58.2% |
| 5Y | +39.4% | -3.2% | +42.6% | +20.2% |
| 10Y | +57.6% | +191.5% | -133.9% | -7.6% |
| All | +57.6% | +186.6% | -129.1% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling