+103.9%
BP vs BAH
+8.3%
+95.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | 0.0% |
| 7D | -11.6% | -3.5% | -8.1% | -11.4% |
| 30D | 0.0% | +24.3% | -24.2% | -2.0% |
| 3M | +6.7% | +16.3% | -9.6% | +5.1% |
| 6M | +2.2% | +13.6% | -11.4% | +0.5% |
| YTD | +33.0% | +3.5% | +29.5% | +31.3% |
| 1Y | +30.7% | +2.7% | +28.0% | +29.2% |
| 3Y | +44.2% | -26.6% | +70.8% | +42.2% |
| All | +103.9% | +8.3% | +95.6% | +96.4% |
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 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