+94.6%
IT vs BAH
+186.3%
-91.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -7.1% |
| 7D | -9.1% | -4.3% | -4.8% | -7.5% |
| 30D | -7.0% | -4.5% | -2.5% | -5.3% |
| 3M | +7.6% | -7.6% | +15.2% | +10.8% |
| 6M | +2.1% | -10.6% | +12.7% | +6.3% |
| YTD | -31.6% | -12.6% | -19.0% | -28.6% |
| 1Y | -29.9% | -27.0% | -2.9% | -22.8% |
| 3Y | -51.3% | -31.5% | -19.8% | -48.0% |
| 5Y | -44.8% | -3.8% | -41.0% | -50.0% |
| All | +94.6% | +186.3% | -91.7% | +18.2% |
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