+211.6%
D vs BAH
+1,056.2%
-844.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -0.7% |
| 7D | +3.0% | -3.5% | +6.5% | +3.6% |
| 30D | +11.5% | +24.3% | -12.8% | +7.4% |
| 3M | +3.7% | +16.3% | -12.6% | +0.9% |
| 6M | +13.5% | +13.6% | 0.0% | +10.3% |
| YTD | +20.7% | +3.5% | +17.2% | +18.1% |
| 1Y | +18.2% | +2.7% | +15.5% | +15.6% |
| 3Y | +73.3% | -26.6% | +99.9% | +75.9% |
| 5Y | +12.3% | +8.5% | +3.7% | +3.3% |
| 10Y | +43.4% | +225.1% | -181.7% | +12.7% |
| All | +211.6% | +1,056.2% | -844.7% | +103.6% |
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