+135.4%
XLP vs BAH
+210.6%
-75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | +9.1% | +18.2% | -9.1% | +5.7% |
| 3M | +7.9% | +13.1% | -5.2% | +5.2% |
| 6M | +9.6% | +15.2% | -5.6% | +6.0% |
| YTD | +19.4% | +6.0% | +13.4% | +16.2% |
| 1Y | +22.4% | +3.1% | +19.3% | +19.6% |
| 3Y | +43.2% | -26.2% | +69.4% | +45.1% |
| 5Y | +42.6% | +9.3% | +33.2% | +27.0% |
| 10Y | +135.4% | +212.3% | -76.9% | +68.2% |
| All | +135.4% | +210.6% | -75.2% | +68.2% |
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