+289.2%
BN vs BAH
+210.6%
+78.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +14.3% | +18.2% | -3.9% | +8.7% |
| 3M | -4.1% | +13.1% | -17.2% | -7.9% |
| 6M | -9.7% | +15.2% | -24.9% | -14.3% |
| YTD | -7.1% | +6.0% | -13.1% | -10.6% |
| 1Y | -7.4% | +3.1% | -10.5% | -10.3% |
| 3Y | +102.3% | -26.2% | +128.5% | +107.9% |
| 5Y | +35.9% | +9.3% | +26.6% | +16.4% |
| 10Y | +289.2% | +212.3% | +76.9% | +161.0% |
| All | +289.2% | +210.6% | +78.6% | +161.0% |
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