+14.9%
BND vs BAH
+207.1%
-192.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.5% | -0.7% |
| 7D | -0.9% | +2.4% | -3.4% | -0.9% |
| 30D | -1.0% | -2.9% | +2.0% | -0.9% |
| 3M | -1.2% | -1.3% | +0.1% | -1.2% |
| 6M | -2.0% | -0.9% | -1.1% | -2.0% |
| YTD | -1.2% | -8.2% | +7.1% | -1.1% |
| 1Y | -0.5% | -24.0% | +23.5% | -0.2% |
| 3Y | +12.4% | -28.1% | +40.5% | +12.6% |
| 5Y | -2.5% | +2.5% | -5.0% | -2.9% |
| All | +14.9% | +207.1% | -192.1% | +15.6% |
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