+136.8%
XLP vs BAH
+211.3%
-74.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | +8.3% | +18.0% | -9.7% | +5.0% |
| 3M | +8.7% | +11.4% | -2.7% | +6.3% |
| 6M | +11.2% | +17.7% | -6.5% | +7.1% |
| YTD | +20.0% | +5.4% | +14.6% | +16.9% |
| 1Y | +21.3% | +2.8% | +18.6% | +18.6% |
| 3Y | +43.8% | -26.7% | +70.5% | +45.9% |
| 5Y | +43.3% | +8.1% | +35.3% | +28.1% |
| 10Y | +136.8% | +202.5% | -65.8% | +69.8% |
| All | +136.8% | +211.3% | -74.6% | +69.8% |
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