+67.3%
F vs BAH
+198.8%
-131.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | 0.0% | +20.8% | -20.8% | -4.6% |
| 3M | -13.2% | +11.6% | -24.8% | -15.7% |
| 6M | -10.2% | +23.1% | -33.3% | -15.3% |
| YTD | -4.9% | +5.3% | -10.2% | -8.2% |
| 1Y | -6.1% | +6.1% | -12.2% | -9.7% |
| 3Y | +46.0% | -27.5% | +73.5% | +49.9% |
| 5Y | -15.7% | +6.2% | -21.9% | -26.2% |
| All | +67.3% | +198.8% | -131.4% | +10.5% |
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