+205.5%
HD vs BAH
+185.2%
+20.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -2.1% | -3.2% | +1.2% | -1.2% |
| 30D | -8.4% | +2.0% | -10.4% | -9.0% |
| 3M | +4.3% | -7.6% | +12.0% | +6.1% |
| 6M | -11.1% | -5.7% | -5.5% | -10.8% |
| YTD | -4.7% | -11.7% | +7.1% | -3.4% |
| 1Y | -19.8% | -27.4% | +7.6% | -14.4% |
| 3Y | +4.1% | -32.5% | +36.6% | +8.0% |
| 5Y | +10.3% | -3.3% | +13.7% | -2.3% |
| All | +205.5% | +185.2% | +20.4% | +98.2% |
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