+45.2%
RUN vs BAH
+186.6%
-141.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | -10.8% | -6.6% | -4.2% | -8.4% |
| 3M | -30.2% | -7.2% | -23.0% | -28.8% |
| 6M | -22.3% | -10.0% | -12.3% | -21.1% |
| YTD | -52.2% | -12.5% | -39.7% | -51.1% |
| 1Y | -45.1% | -27.9% | -17.2% | -39.0% |
| 3Y | -37.1% | -31.4% | -5.7% | -33.7% |
| 5Y | -80.3% | -3.2% | -77.0% | -82.7% |
| 10Y | +45.2% | +191.5% | -146.2% | +3.7% |
| All | +45.2% | +186.6% | -141.4% | +3.7% |
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