+141.5%
W vs BAH
+182.5%
-41.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | +6.5% | -4.3% | +10.8% | +8.7% |
| 30D | -6.2% | -4.5% | -1.8% | -4.3% |
| 3M | +48.9% | -7.6% | +56.5% | +53.2% |
| 6M | +31.2% | -10.6% | +41.8% | +35.8% |
| YTD | -0.4% | -12.6% | +12.1% | +2.4% |
| 1Y | +14.8% | -27.0% | +41.8% | +28.7% |
| 3Y | +40.5% | -31.5% | +72.0% | +47.5% |
| 5Y | -62.1% | -3.8% | -58.3% | -69.4% |
| 10Y | +141.5% | +183.9% | -42.4% | +13.9% |
| All | +141.5% | +182.5% | -41.0% | +13.9% |
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