+128.8%
XLP vs BAH
+218.8%
-90.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +8.9% | +17.3% | -8.3% | +5.7% |
| 3M | +7.5% | +14.9% | -7.4% | +4.5% |
| 6M | +9.4% | +14.2% | -4.8% | +6.0% |
| YTD | +19.3% | +5.1% | +14.1% | +16.2% |
| 1Y | +21.7% | +2.1% | +19.7% | +19.2% |
| 3Y | +44.0% | -26.0% | +70.0% | +45.6% |
| 5Y | +42.8% | +9.0% | +33.8% | +27.2% |
| 10Y | +128.8% | +208.8% | -80.0% | +61.5% |
| All | +128.8% | +218.8% | -90.0% | +61.5% |
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