+176.2%
BHP vs BAH
+886.2%
-710.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -2.9% | -3.2% | +0.3% | -2.2% |
| 30D | +3.4% | +2.0% | +1.4% | +2.8% |
| 3M | +4.1% | -7.6% | +11.7% | +5.5% |
| 6M | +20.6% | -5.7% | +26.3% | +20.7% |
| YTD | +56.1% | -11.7% | +67.8% | +57.1% |
| 1Y | +69.6% | -27.4% | +97.0% | +79.2% |
| 3Y | +78.8% | -32.5% | +111.3% | +84.6% |
| 5Y | +113.1% | -3.3% | +116.4% | +90.5% |
| 10Y | +505.9% | +186.0% | +319.9% | +265.5% |
| All | +176.2% | +886.2% | -710.0% | -7.8% |
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