+68.0%
DD vs BAH
+9.2%
+58.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +5.7% |
| 7D | +9.8% | -1.5% | +11.3% | +10.0% |
| 30D | +19.3% | +17.3% | +2.1% | +16.8% |
| 3M | +9.4% | +14.9% | -5.5% | +7.2% |
| 6M | +4.8% | +14.2% | -9.4% | +2.5% |
| YTD | +30.2% | +5.1% | +25.1% | +27.8% |
| 1Y | +32.2% | +2.1% | +30.1% | +30.3% |
| 3Y | +93.1% | -26.0% | +119.1% | +93.9% |
| 5Y | +68.0% | +9.0% | +59.0% | +47.3% |
| All | +68.0% | +9.2% | +58.8% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling