+604.2%
COST vs BAH
+207.1%
+397.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -1.1% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | -4.4% | -2.9% | -1.5% | -3.9% |
| 3M | -8.1% | -1.3% | -6.7% | -8.2% |
| 6M | -9.2% | -0.9% | -8.4% | -9.9% |
| YTD | +5.1% | -8.2% | +13.3% | +5.5% |
| 1Y | -5.1% | -24.0% | +18.9% | -0.7% |
| 3Y | +70.4% | -28.1% | +98.5% | +73.0% |
| 5Y | +104.7% | +2.5% | +102.2% | +82.3% |
| All | +604.2% | +207.1% | +397.1% | +359.1% |
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