-44.7%
S vs BAH
+13.1%
-57.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.5% | +7.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | -10.5% | +17.3% | -27.7% | -15.0% |
| 3M | +9.9% | +14.9% | -5.0% | +5.1% |
| 6M | +41.8% | +14.2% | +27.5% | +35.3% |
| YTD | +56.8% | +5.1% | +51.7% | +51.9% |
| 1Y | +39.0% | +2.1% | +36.9% | +35.4% |
| 3Y | +53.8% | -26.0% | +79.8% | +55.7% |
| 5Y | -68.6% | +9.0% | -77.5% | -74.4% |
| All | -44.7% | +13.1% | -57.8% | -54.0% |
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