+63.1%
DD vs BAH
-2.8%
+66.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.6% | -4.3% | +3.7% | 0.0% |
| 30D | -7.4% | -4.5% | -3.0% | -6.9% |
| 3M | -6.4% | -7.6% | +1.2% | -5.6% |
| 6M | -2.5% | -10.6% | +8.1% | -1.4% |
| YTD | +10.2% | -12.6% | +22.8% | +11.0% |
| 1Y | +36.9% | -27.0% | +63.9% | +42.5% |
| 3Y | +47.0% | -31.5% | +78.5% | +46.3% |
| 5Y | +63.1% | -3.8% | +67.0% | +45.0% |
| All | +63.1% | -2.8% | +66.0% | +45.0% |
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 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