+101.4%
XLP vs BAH
+185.2%
-83.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.4% |
| 30D | -0.9% | +2.0% | -2.9% | -1.3% |
| 3M | +3.8% | -7.6% | +11.4% | +5.0% |
| 6M | -1.7% | -5.7% | +3.9% | -1.4% |
| YTD | +10.3% | -11.7% | +22.0% | +11.2% |
| 1Y | +7.8% | -27.4% | +35.2% | +12.9% |
| 3Y | +27.2% | -32.5% | +59.7% | +29.9% |
| 5Y | +32.5% | -3.3% | +35.9% | +20.2% |
| All | +101.4% | +185.2% | -83.8% | +44.9% |
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