+35.3%
D vs BAH
+182.5%
-147.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.8% | -4.3% | +5.1% | +1.7% |
| 30D | -0.7% | -4.5% | +3.7% | +0.1% |
| 3M | +2.1% | -7.6% | +9.7% | +3.3% |
| 6M | +6.8% | -10.6% | +17.4% | +8.4% |
| YTD | +16.5% | -12.6% | +29.1% | +17.6% |
| 1Y | +19.2% | -27.0% | +46.1% | +25.0% |
| 3Y | +61.9% | -31.5% | +93.4% | +64.1% |
| 5Y | +6.5% | -3.8% | +10.4% | -5.7% |
| 10Y | +35.3% | +183.9% | -148.7% | -0.3% |
| All | +35.3% | +182.5% | -147.3% | -0.3% |
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