+140.1%
BP vs BAH
+197.5%
-57.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | -3.2% | +5.7% | +3.1% |
| 30D | -5.6% | +19.5% | -25.1% | -8.6% |
| 3M | +8.0% | +11.1% | -3.0% | +5.8% |
| 6M | +5.7% | +16.3% | -10.7% | +2.2% |
| YTD | +36.8% | +4.8% | +32.0% | +33.6% |
| 1Y | +30.7% | +4.9% | +25.8% | +27.5% |
| 3Y | +51.6% | -27.0% | +78.6% | +52.9% |
| 5Y | +112.2% | +5.7% | +106.5% | +90.5% |
| All | +140.1% | +197.5% | -57.4% | +87.1% |
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 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