+239.8%
RF vs BAH
+210.6%
+29.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.3% | +0.5% | -0.1% | +0.2% |
| 30D | +6.2% | +18.2% | -12.1% | +1.7% |
| 3M | -7.8% | +13.1% | -20.9% | -11.0% |
| 6M | +5.9% | +15.2% | -9.3% | +1.2% |
| YTD | +9.0% | +6.0% | +3.0% | +5.0% |
| 1Y | +19.3% | +3.1% | +16.1% | +15.5% |
| 3Y | +116.4% | -26.2% | +142.6% | +119.7% |
| 5Y | +46.0% | +9.3% | +36.7% | +25.7% |
| 10Y | +239.8% | +212.3% | +27.5% | +119.7% |
| All | +239.8% | +210.6% | +29.2% | +119.7% |
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