+99.9%
DD vs BAH
+211.3%
-111.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +20.3% | +18.0% | +2.3% | +15.7% |
| 3M | +8.2% | +11.4% | -3.3% | +5.1% |
| 6M | +3.4% | +17.7% | -14.3% | -1.5% |
| YTD | +30.6% | +5.4% | +25.3% | +26.1% |
| 1Y | +30.6% | +2.8% | +27.9% | +26.7% |
| 3Y | +91.1% | -26.7% | +117.8% | +95.0% |
| 5Y | +68.6% | +8.1% | +60.5% | +46.5% |
| 10Y | +99.9% | +202.5% | -102.6% | +36.5% |
| All | +99.9% | +211.3% | -111.4% | +36.5% |
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