+125.0%
BP vs BAH
+182.5%
-57.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.6% |
| 7D | +0.9% | -4.3% | +5.3% | +1.7% |
| 30D | +9.1% | -4.5% | +13.6% | +9.9% |
| 3M | +3.9% | -7.6% | +11.5% | +5.0% |
| 6M | +13.6% | -10.6% | +24.2% | +15.2% |
| YTD | +34.0% | -12.6% | +46.6% | +35.4% |
| 1Y | +39.2% | -27.0% | +66.2% | +45.2% |
| 3Y | +36.4% | -31.5% | +67.9% | +37.8% |
| 5Y | +135.8% | -3.8% | +139.6% | +113.4% |
| 10Y | +125.0% | +183.9% | -58.9% | +68.4% |
| All | +125.0% | +182.5% | -57.5% | +68.4% |
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