+78.2%
O vs BAH
+218.8%
-140.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | +3.3% | -1.5% | +4.8% | +3.6% |
| 30D | +10.3% | +17.3% | -6.9% | +6.9% |
| 3M | -3.5% | +14.9% | -18.3% | -6.3% |
| 6M | -1.3% | +14.2% | -15.5% | -4.6% |
| YTD | +10.3% | +5.1% | +5.2% | +7.3% |
| 1Y | +10.4% | +2.1% | +8.3% | +7.9% |
| 3Y | +40.0% | -26.0% | +66.0% | +41.6% |
| 5Y | +12.4% | +9.0% | +3.4% | -0.7% |
| 10Y | +78.2% | +208.8% | -130.6% | +17.9% |
| All | +78.2% | +218.8% | -140.6% | +17.9% |
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