+309.3%
SPY vs BAH
+199.5%
+109.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +3.3% | -2.6% | +5.9% | +3.8% |
| 30D | -2.7% | +20.4% | -23.0% | -6.8% |
| 3M | -1.7% | +11.9% | -13.6% | -4.6% |
| 6M | +3.1% | +17.1% | -14.0% | -1.5% |
| YTD | +11.9% | +5.5% | +6.4% | +8.3% |
| 1Y | +12.0% | +5.6% | +6.4% | +8.1% |
| 3Y | +78.2% | -26.5% | +104.7% | +81.5% |
| 5Y | +73.2% | +6.5% | +66.8% | +51.5% |
| All | +309.3% | +199.5% | +109.8% | +170.3% |
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