+95.1%
F vs BAH
+185.0%
-89.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | +5.3% | -3.2% | +8.6% | +6.1% |
| 30D | +4.6% | +2.0% | +2.6% | +4.1% |
| 3M | -3.7% | -7.6% | +4.0% | -2.2% |
| 6M | +16.8% | -5.7% | +22.5% | +17.1% |
| YTD | +15.3% | -11.7% | +27.0% | +16.5% |
| 1Y | +31.0% | -27.4% | +58.4% | +38.9% |
| 3Y | +45.4% | -32.5% | +78.0% | +50.4% |
| 5Y | +54.7% | -3.3% | +58.0% | +37.9% |
| All | +95.1% | +185.0% | -89.9% | +34.7% |
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