+74.3%
F vs BAH
+210.6%
-136.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +2.1% | +18.2% | -16.1% | -2.1% |
| 3M | -10.3% | +13.1% | -23.3% | -13.1% |
| 6M | +3.3% | +15.2% | -11.9% | -1.1% |
| YTD | -2.0% | +6.0% | -8.0% | -5.5% |
| 1Y | -2.3% | +3.1% | -5.4% | -5.2% |
| 3Y | +49.9% | -26.2% | +76.1% | +53.1% |
| 5Y | -12.5% | +9.3% | -21.8% | -24.1% |
| 10Y | +74.3% | +212.3% | -138.0% | +20.3% |
| All | +74.3% | +210.6% | -136.4% | +20.3% |
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 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