-50.4%
COMP vs BAH
+20.1%
-70.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.6% |
| 7D | +7.2% | +0.5% | +6.7% | +7.0% |
| 30D | +6.4% | +18.2% | -11.8% | +2.9% |
| 3M | -19.4% | +13.1% | -32.5% | -21.5% |
| 6M | +14.6% | +15.2% | -0.6% | +10.9% |
| YTD | -5.5% | +6.0% | -11.5% | -7.2% |
| 1Y | +13.7% | +3.1% | +10.5% | +11.8% |
| 3Y | +409.7% | -26.2% | +435.9% | +418.9% |
| 5Y | -17.0% | +9.3% | -26.3% | -29.2% |
| All | -50.4% | +20.1% | -70.5% | -56.1% |
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