+99.7%
DD vs BAH
+210.6%
-111.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.2% | +0.5% | +1.8% | +2.1% |
| 30D | +20.7% | +18.2% | +2.4% | +16.0% |
| 3M | +11.3% | +13.1% | -1.8% | +7.8% |
| 6M | +6.0% | +15.2% | -9.2% | +1.5% |
| YTD | +31.7% | +6.0% | +25.7% | +26.9% |
| 1Y | +32.2% | +3.1% | +29.1% | +28.2% |
| 3Y | +92.7% | -26.2% | +118.9% | +96.4% |
| 5Y | +72.1% | +9.3% | +62.8% | +49.1% |
| 10Y | +99.7% | +212.3% | -112.6% | +39.0% |
| All | +99.7% | +210.6% | -111.0% | +39.0% |
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