+285.2%
BRO vs BAH
+207.9%
+77.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | +4.3% | -11.6% | -8.5% |
| 30D | -6.9% | -2.5% | -4.4% | -6.3% |
| 3M | +10.7% | -0.9% | +11.6% | +10.4% |
| 6M | -2.7% | +1.5% | -4.2% | -4.0% |
| YTD | -16.3% | -8.0% | -8.4% | -15.8% |
| 1Y | -29.1% | -24.7% | -4.3% | -24.6% |
| 3Y | -7.8% | -28.4% | +20.6% | -6.3% |
| 5Y | +18.7% | +2.8% | +15.9% | +2.3% |
| All | +285.2% | +207.9% | +77.2% | +145.1% |
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