+209.8%
RF vs BAH
+197.5%
+12.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +5.6% | +19.5% | -14.0% | +0.8% |
| 3M | -8.9% | +11.1% | -20.0% | -11.6% |
| 6M | +7.1% | +16.3% | -9.2% | +2.0% |
| YTD | +8.3% | +4.8% | +3.5% | +4.6% |
| 1Y | +16.8% | +4.9% | +11.9% | +12.6% |
| 3Y | +115.0% | -27.0% | +142.0% | +118.8% |
| 5Y | +46.4% | +5.7% | +40.7% | +27.7% |
| All | +209.8% | +197.5% | +12.3% | +104.6% |
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