+88.1%
IT vs BAH
+210.6%
-122.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -7.5% | +0.5% | -8.0% | -7.7% |
| 30D | -1.2% | +18.2% | -19.4% | -7.4% |
| 3M | -2.2% | +13.1% | -15.3% | -6.8% |
| 6M | +19.1% | +15.2% | +3.9% | +12.8% |
| YTD | -25.1% | +6.0% | -31.1% | -27.5% |
| 1Y | -17.4% | +3.1% | -20.5% | -19.5% |
| 3Y | -54.1% | -26.2% | -27.9% | -52.3% |
| 5Y | -42.7% | +9.3% | -52.0% | -50.4% |
| 10Y | +88.1% | +212.3% | -124.1% | +10.8% |
| All | +88.1% | +210.6% | -122.5% | +10.8% |
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