+128.6%
BP vs BAH
-3.4%
+132.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +3.9% | -3.2% | +7.2% | +4.2% |
| 30D | +7.6% | +2.0% | +5.6% | +7.4% |
| 3M | +0.7% | -7.6% | +8.3% | +1.2% |
| 6M | +15.5% | -5.7% | +21.2% | +15.7% |
| YTD | +30.8% | -11.7% | +42.6% | +31.3% |
| 1Y | +34.3% | -27.4% | +61.7% | +37.2% |
| 3Y | +35.1% | -32.5% | +67.6% | +33.7% |
| All | +128.6% | -3.4% | +132.0% | +120.2% |
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