+30.3%
BN vs BAH
+8.3%
+22.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | 0.0% |
| 7D | +5.3% | -3.5% | +8.9% | +6.1% |
| 30D | +11.9% | +24.3% | -12.4% | +6.9% |
| 3M | -5.7% | +16.3% | -22.1% | -8.9% |
| 6M | -10.6% | +13.6% | -24.2% | -13.5% |
| YTD | -9.4% | +3.5% | -12.9% | -11.1% |
| 1Y | -8.8% | +2.7% | -11.5% | -10.6% |
| 3Y | +95.6% | -26.6% | +122.2% | +97.4% |
| All | +30.3% | +8.3% | +22.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling