+66.5%
DD vs BAH
+186.6%
-120.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.8% | -1.3% | -2.4% | -3.5% |
| 30D | -9.2% | -6.6% | -2.6% | -7.9% |
| 3M | -9.0% | -7.2% | -1.8% | -7.9% |
| 6M | -5.0% | -10.0% | +5.0% | -3.7% |
| YTD | +7.4% | -12.5% | +19.8% | +8.4% |
| 1Y | +35.1% | -27.9% | +63.0% | +43.4% |
| 3Y | +43.2% | -31.4% | +74.6% | +46.3% |
| 5Y | +59.6% | -3.2% | +62.9% | +41.5% |
| 10Y | +66.5% | +191.5% | -124.9% | +17.6% |
| All | +66.5% | +186.6% | -120.1% | +17.6% |
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 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