+1,744.2%
TER vs BAH
+182.5%
+1,561.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.4% |
| 7D | +11.0% | -4.3% | +15.3% | +12.0% |
| 30D | -1.9% | -4.5% | +2.6% | -1.2% |
| 3M | -0.7% | -7.6% | +6.9% | +0.4% |
| 6M | +36.4% | -10.6% | +47.0% | +37.9% |
| YTD | +92.4% | -12.6% | +105.0% | +92.7% |
| 1Y | +213.5% | -27.0% | +240.5% | +231.7% |
| 3Y | +277.2% | -31.5% | +308.7% | +283.6% |
| 5Y | +219.1% | -3.8% | +223.0% | +171.4% |
| 10Y | +1,744.2% | +183.9% | +1,560.3% | +1,017.7% |
| All | +1,744.2% | +182.5% | +1,561.7% | +1,017.7% |
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