+83.2%
BN vs BAH
-32.4%
+115.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.5% | -3.2% | +0.8% | -1.9% |
| 30D | -9.5% | +2.0% | -11.5% | -9.8% |
| 3M | -10.4% | -7.6% | -2.8% | -9.4% |
| 6M | -6.4% | -5.7% | -0.7% | -6.0% |
| YTD | -11.9% | -11.7% | -0.1% | -10.6% |
| 1Y | -8.6% | -27.4% | +18.8% | -4.7% |
| All | +83.2% | -32.4% | +115.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling