+43.8%
D vs BAH
+218.8%
-175.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | +10.7% | +17.3% | -6.5% | +7.2% |
| 3M | +2.3% | +14.9% | -12.6% | -0.8% |
| 6M | +12.5% | +14.2% | -1.8% | +8.6% |
| YTD | +20.1% | +5.1% | +15.0% | +16.6% |
| 1Y | +15.6% | +2.1% | +13.5% | +12.7% |
| 3Y | +75.2% | -26.0% | +101.2% | +77.1% |
| 5Y | +14.6% | +9.0% | +5.6% | -0.3% |
| 10Y | +43.8% | +208.8% | -165.0% | +2.1% |
| All | +43.8% | +218.8% | -175.0% | +2.1% |
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