+770.0%
BN vs BAH
+1,074.5%
-304.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.3% | +3.4% |
| 7D | +3.6% | -1.5% | +5.1% | +4.1% |
| 30D | +15.9% | +17.3% | -1.4% | +10.7% |
| 3M | -2.3% | +14.9% | -17.2% | -6.4% |
| 6M | -8.4% | +14.2% | -22.7% | -12.7% |
| YTD | -5.9% | +5.1% | -11.0% | -9.0% |
| 1Y | -5.6% | +2.1% | -7.7% | -8.2% |
| 3Y | +104.2% | -26.0% | +130.2% | +110.1% |
| 5Y | +35.5% | +9.0% | +26.5% | +21.1% |
| 10Y | +285.2% | +208.8% | +76.4% | +157.9% |
| All | +770.0% | +1,074.5% | -304.5% | +280.3% |
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 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