+1,057.8%
TER vs BAH
+197.5%
+860.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +24.0% | -3.2% | +27.2% | +24.7% |
| 30D | -30.6% | +19.5% | -50.2% | -33.3% |
| 3M | -34.5% | +11.1% | -45.6% | -36.4% |
| 6M | -26.4% | +16.3% | -42.7% | -30.1% |
| YTD | +36.4% | +4.8% | +31.6% | +30.6% |
| 1Y | +47.4% | +4.9% | +42.5% | +40.8% |
| 3Y | +202.6% | -27.0% | +229.6% | +211.3% |
| 5Y | +83.9% | +5.7% | +78.1% | +55.6% |
| All | +1,057.8% | +197.5% | +860.3% | +571.7% |
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