+652.6%
P vs BAH
+210.6%
+442.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -13.3% | +0.5% | -13.8% | -13.6% |
| 30D | -34.0% | +18.2% | -52.2% | -37.2% |
| 3M | +4.1% | +13.1% | -9.0% | -0.3% |
| 6M | +30.5% | +15.2% | +15.3% | +23.4% |
| YTD | +52.2% | +6.0% | +46.2% | +45.2% |
| 1Y | +10.3% | +3.1% | +7.2% | +6.0% |
| 3Y | +180.9% | -26.2% | +207.1% | +186.2% |
| 5Y | +259.7% | +9.3% | +250.4% | +196.9% |
| 10Y | +652.6% | +212.3% | +440.3% | +246.1% |
| All | +652.6% | +210.6% | +442.0% | +246.1% |
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