+853.6%
BLK vs BAH
+878.1%
-24.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -2.7% | -1.3% | -1.3% | -2.3% |
| 30D | -4.8% | -6.6% | +1.9% | -2.8% |
| 3M | +6.5% | -7.2% | +13.6% | +8.3% |
| 6M | +13.2% | -10.0% | +23.1% | +15.3% |
| YTD | +1.8% | -12.5% | +14.3% | +3.7% |
| 1Y | -1.0% | -27.9% | +26.9% | +6.9% |
| 3Y | +66.0% | -31.4% | +97.4% | +72.3% |
| 5Y | +31.2% | -3.2% | +34.5% | +16.7% |
| 10Y | +278.5% | +191.5% | +87.1% | +126.4% |
| All | +853.6% | +878.1% | -24.5% | +244.9% |
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