+261.6%
BN vs BAH
+182.5%
+79.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.3% |
| 7D | -1.2% | -4.3% | +3.2% | +0.1% |
| 30D | -10.9% | -4.5% | -6.5% | -9.8% |
| 3M | -11.1% | -7.6% | -3.5% | -9.4% |
| 6M | -4.4% | -10.6% | +6.2% | -2.2% |
| YTD | -14.1% | -12.6% | -1.6% | -12.2% |
| 1Y | -11.1% | -27.0% | +15.9% | -4.3% |
| 3Y | +75.6% | -31.5% | +107.0% | +82.7% |
| 5Y | +35.8% | -3.8% | +39.6% | +20.2% |
| 10Y | +261.6% | +183.9% | +77.6% | +148.8% |
| All | +261.6% | +182.5% | +79.0% | +148.8% |
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 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