+693.5%
P vs BAH
+185.0%
+508.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.8% |
| 7D | +6.5% | -3.2% | +9.8% | +7.6% |
| 30D | +18.8% | +2.0% | +16.8% | +18.2% |
| 3M | +26.7% | -7.6% | +34.4% | +29.1% |
| 6M | +62.2% | -5.7% | +67.8% | +63.2% |
| YTD | +48.5% | -11.7% | +60.2% | +50.4% |
| 1Y | +26.4% | -27.4% | +53.8% | +36.0% |
| 3Y | +159.4% | -32.5% | +191.9% | +168.3% |
| 5Y | +275.8% | -3.3% | +279.1% | +219.2% |
| All | +693.5% | +185.0% | +508.6% | +335.2% |
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