+199.0%
D vs BAH
+886.2%
-687.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | -2.6% | +2.0% | -4.6% | -3.0% |
| 3M | 0.0% | -7.6% | +7.6% | +1.0% |
| 6M | +7.4% | -5.7% | +13.0% | +7.6% |
| YTD | +15.9% | -11.7% | +27.6% | +16.7% |
| 1Y | +18.1% | -27.4% | +45.5% | +23.0% |
| 3Y | +58.4% | -32.5% | +90.9% | +62.6% |
| 5Y | +5.2% | -3.3% | +8.5% | -1.5% |
| 10Y | +35.9% | +186.0% | -150.1% | +9.5% |
| All | +199.0% | +886.2% | -687.2% | +101.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling