+332.2%
BHP vs BAH
+198.8%
+133.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -4.5% | +20.8% | -25.3% | -7.7% |
| 3M | -6.9% | +11.6% | -18.5% | -9.0% |
| 6M | -10.6% | +23.1% | -33.7% | -14.5% |
| YTD | +37.2% | +5.3% | +31.9% | +33.4% |
| 1Y | +48.0% | +6.1% | +41.9% | +43.5% |
| 3Y | +52.6% | -27.5% | +80.0% | +55.5% |
| 5Y | +116.5% | +6.2% | +110.3% | +91.5% |
| All | +332.2% | +198.8% | +133.4% | +200.5% |
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 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