+151.7%
BP vs BAH
+1,074.5%
-922.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | -6.9% | -1.5% | -5.4% | -6.6% |
| 30D | -3.6% | +17.3% | -20.8% | -6.8% |
| 3M | +8.4% | +14.9% | -6.4% | +5.1% |
| 6M | +5.3% | +14.2% | -8.9% | +1.6% |
| YTD | +33.2% | +5.1% | +28.0% | +29.5% |
| 1Y | +28.2% | +2.1% | +26.1% | +25.3% |
| 3Y | +49.2% | -26.0% | +75.2% | +51.0% |
| 5Y | +102.9% | +9.0% | +93.9% | +82.6% |
| 10Y | +127.7% | +208.8% | -81.1% | +55.3% |
| All | +151.7% | +1,074.5% | -922.9% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling