+25.3%
BIL vs BAH
+1,074.5%
-1,049.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | 0.0% | +17.3% | -17.3% | 0.0% |
| 3M | +0.6% | +14.9% | -14.3% | +0.6% |
| 6M | +1.5% | +14.2% | -12.7% | +1.5% |
| YTD | +2.8% | +5.1% | -2.4% | +2.8% |
| 1Y | +3.3% | +2.1% | +1.3% | +3.3% |
| 3Y | +13.4% | -26.0% | +39.4% | +13.4% |
| 5Y | +19.8% | +9.0% | +10.9% | +19.8% |
| 10Y | +25.6% | +208.8% | -183.2% | +25.7% |
| All | +25.3% | +1,074.5% | -1,049.2% | +25.3% |
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