-26.3%
U vs BAH
+15.3%
-41.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | +24.4% | +0.5% | +23.9% | +24.1% |
| 30D | +7.4% | +18.2% | -10.9% | +1.3% |
| 3M | +16.8% | +13.1% | +3.7% | +11.6% |
| 6M | +78.8% | +15.2% | +63.6% | +69.1% |
| YTD | +14.0% | +6.0% | +8.0% | +11.7% |
| 1Y | +16.7% | +3.1% | +13.6% | +15.2% |
| 3Y | +86.4% | -26.2% | +112.6% | +90.4% |
| 5Y | -71.5% | +9.3% | -80.8% | -76.4% |
| All | -26.3% | +15.3% | -41.6% | -31.0% |
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 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