-100.0%
DFNS vs BAH
+33.7%
-133.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.3% |
| 7D | -12.7% | -3.2% | -9.4% | -12.6% |
| 30D | -65.2% | +19.5% | -84.8% | -65.3% |
| 3M | -94.6% | +11.1% | -105.7% | -94.6% |
| 6M | -96.2% | +16.3% | -112.6% | -96.2% |
| YTD | -99.6% | +4.8% | -104.4% | -99.6% |
| 1Y | -99.7% | +4.9% | -104.6% | -99.7% |
| 3Y | -100.0% | -27.0% | -72.9% | -100.0% |
| 5Y | -100.0% | +5.7% | -105.7% | -100.0% |
| All | -100.0% | +33.7% | -133.6% | -100.0% |
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