-26.6%
U vs BAH
+14.7%
-41.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.5% |
| 30D | +7.6% | +20.4% | -12.7% | +0.9% |
| 3M | +12.7% | +11.9% | +0.8% | +8.0% |
| 6M | +87.0% | +17.1% | +69.8% | +75.8% |
| YTD | +13.6% | +5.5% | +8.1% | +11.5% |
| 1Y | +25.3% | +5.6% | +19.7% | +22.8% |
| 3Y | +85.8% | -26.5% | +112.3% | +90.1% |
| 5Y | -74.5% | +6.5% | -80.9% | -78.8% |
| All | -26.6% | +14.7% | -41.3% | -31.1% |
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