+2,229.7%
COST vs BAH
+1,076.0%
+1,153.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +5.0% | +1.7% | +3.3% | +4.6% |
| 30D | +12.8% | +20.8% | -8.0% | +8.6% |
| 3M | +15.2% | +11.6% | +3.6% | +12.4% |
| 6M | +7.4% | +23.1% | -15.7% | +2.3% |
| YTD | +29.0% | +5.3% | +23.8% | +25.7% |
| 1Y | +20.3% | +6.1% | +14.1% | +16.7% |
| 3Y | +99.0% | -27.5% | +126.5% | +104.1% |
| 5Y | +125.7% | +6.2% | +119.5% | +109.1% |
| 10Y | +775.3% | +202.2% | +573.1% | +550.3% |
| All | +2,229.7% | +1,076.0% | +1,153.7% | +1,257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling