+655.3%
P vs BAH
+211.3%
+444.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | -31.4% | +18.0% | -49.4% | -34.8% |
| 3M | -2.6% | +11.4% | -14.1% | -6.3% |
| 6M | +21.9% | +17.7% | +4.2% | +14.6% |
| YTD | +58.9% | +5.4% | +53.6% | +51.9% |
| 1Y | +21.7% | +2.8% | +19.0% | +17.1% |
| 3Y | +193.3% | -26.7% | +220.0% | +199.4% |
| 5Y | +275.1% | +8.1% | +267.1% | +211.2% |
| 10Y | +655.3% | +202.5% | +452.8% | +278.1% |
| All | +655.3% | +211.3% | +444.0% | +278.1% |
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