+17.6%
JD vs BAH
+182.5%
-164.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | -0.8% | -4.3% | +3.5% | 0.0% |
| 30D | -16.0% | -4.5% | -11.6% | -15.4% |
| 3M | -3.2% | -7.6% | +4.4% | -2.1% |
| 6M | +6.1% | -10.6% | +16.7% | +7.4% |
| YTD | -0.1% | -12.6% | +12.4% | +1.0% |
| 1Y | -12.7% | -27.0% | +14.3% | -8.7% |
| 3Y | -6.3% | -31.5% | +25.2% | -4.1% |
| 5Y | -61.3% | -3.8% | -57.5% | -64.7% |
| 10Y | +17.6% | +183.9% | -166.3% | -14.7% |
| All | +17.6% | +182.5% | -164.9% | -14.7% |
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