+124.6%
XLP vs BAH
+220.7%
-96.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.5% |
| 7D | +0.7% | -3.5% | +4.3% | +1.4% |
| 30D | +10.3% | +24.3% | -14.0% | +5.8% |
| 3M | +6.5% | +16.3% | -9.8% | +3.3% |
| 6M | +8.4% | +13.6% | -5.2% | +5.1% |
| YTD | +18.2% | +3.5% | +14.7% | +15.6% |
| 1Y | +22.4% | +2.7% | +19.7% | +19.6% |
| 3Y | +41.9% | -26.6% | +68.5% | +43.6% |
| 5Y | +40.9% | +8.5% | +32.3% | +25.6% |
| All | +124.6% | +220.7% | -96.1% | +61.0% |
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