+291.9%
C vs BAH
+185.0%
+106.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +3.6% | -3.2% | +6.9% | +4.5% |
| 30D | +0.1% | +2.0% | -1.9% | -0.6% |
| 3M | +2.4% | -7.6% | +10.1% | +4.0% |
| 6M | +24.9% | -5.7% | +30.6% | +25.3% |
| YTD | +19.8% | -11.7% | +31.5% | +21.5% |
| 1Y | +44.9% | -27.4% | +72.2% | +54.5% |
| 3Y | +263.0% | -32.5% | +295.5% | +274.0% |
| 5Y | +129.5% | -3.3% | +132.9% | +100.2% |
| All | +291.9% | +185.0% | +106.9% | +158.3% |
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