+64.5%
BEN vs BAH
+886.2%
-821.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +0.2% | -3.2% | +3.5% | +1.2% |
| 30D | -0.5% | +2.0% | -2.5% | -1.4% |
| 3M | +9.7% | -7.6% | +17.4% | +11.6% |
| 6M | +33.9% | -5.7% | +39.6% | +34.2% |
| YTD | +49.0% | -11.7% | +60.7% | +51.1% |
| 1Y | +42.1% | -27.4% | +69.5% | +52.6% |
| 3Y | +51.9% | -32.5% | +84.4% | +58.7% |
| 5Y | +39.0% | -3.3% | +42.4% | +23.6% |
| 10Y | +57.9% | +186.0% | -128.1% | -7.2% |
| All | +64.5% | +886.2% | -821.7% | -45.5% |
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