+61.4%
BEN vs BAH
+1,056.2%
-994.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.2% | +6.0% |
| 7D | +6.6% | -3.5% | +10.2% | +7.6% |
| 30D | +3.8% | +24.3% | -20.4% | -3.0% |
| 3M | +0.2% | +16.3% | -16.1% | -4.9% |
| 6M | +10.4% | +13.6% | -3.1% | +4.6% |
| YTD | +46.2% | +3.5% | +42.7% | +40.6% |
| 1Y | +52.3% | +2.7% | +49.6% | +46.3% |
| 3Y | +65.9% | -26.6% | +92.5% | +69.6% |
| 5Y | +20.6% | +8.5% | +12.0% | +3.5% |
| 10Y | +64.8% | +225.1% | -160.3% | -7.0% |
| All | +61.4% | +1,056.2% | -994.8% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling