-49.3%
COMP vs BAH
+19.3%
-68.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | +16.6% | +20.8% | -4.2% | +12.2% |
| 3M | -23.5% | +11.6% | -35.1% | -25.3% |
| 6M | +25.7% | +23.1% | +2.6% | +20.0% |
| YTD | -3.4% | +5.3% | -8.7% | -5.0% |
| 1Y | +7.6% | +6.1% | +1.4% | +5.3% |
| 3Y | +423.6% | -27.5% | +451.1% | +435.0% |
| 5Y | -10.6% | +6.2% | -16.8% | -23.8% |
| All | -49.3% | +19.3% | -68.6% | -55.1% |
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