+995.4%
TER vs BAH
+198.8%
+796.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | +1.7% | +12.6% | +14.0% |
| 30D | -30.6% | +20.8% | -51.4% | -33.4% |
| 3M | -39.2% | +11.6% | -50.8% | -41.0% |
| 6M | -31.3% | +23.1% | -54.4% | -35.8% |
| YTD | +29.1% | +5.3% | +23.8% | +23.5% |
| 1Y | +47.4% | +6.1% | +41.3% | +40.3% |
| 3Y | +191.2% | -27.5% | +218.7% | +200.9% |
| 5Y | +74.0% | +6.2% | +67.8% | +47.1% |
| All | +995.4% | +198.8% | +796.7% | +535.1% |
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