+3,230.4%
TER vs BAH
+886.2%
+2,344.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +6.9% | +5.9% |
| 7D | +0.6% | -3.2% | +3.9% | +1.5% |
| 30D | -8.3% | +2.0% | -10.3% | -9.2% |
| 3M | -12.2% | -7.6% | -4.6% | -11.5% |
| 6M | +17.1% | -5.7% | +22.7% | +15.8% |
| YTD | +84.7% | -11.7% | +96.4% | +83.9% |
| 1Y | +199.9% | -27.4% | +227.3% | +217.7% |
| 3Y | +232.8% | -32.5% | +265.3% | +244.3% |
| 5Y | +198.6% | -3.3% | +201.9% | +161.1% |
| 10Y | +1,669.7% | +186.0% | +1,483.8% | +906.4% |
| All | +3,230.4% | +886.2% | +2,344.2% | +979.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling