+42.2%
BEN vs BAH
-1.9%
+44.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.7% |
| 7D | +0.2% | -3.2% | +3.5% | +0.7% |
| 30D | -0.5% | +2.0% | -2.5% | -1.0% |
| 3M | +9.7% | -7.6% | +17.4% | +10.8% |
| 6M | +33.9% | -5.7% | +39.6% | +34.2% |
| YTD | +49.0% | -11.7% | +60.7% | +50.4% |
| 1Y | +42.1% | -27.4% | +69.5% | +48.3% |
| 3Y | +51.9% | -32.5% | +84.4% | +52.6% |
| All | +42.2% | -1.9% | +44.0% | +26.7% |
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