+202.5%
BAH vs MKTX
+5.0%
+197.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | -2.5% | +0.7% | -3.2% | -2.6% |
| 3M | -0.9% | +40.8% | -41.7% | -7.5% |
| 6M | +1.5% | -8.0% | +9.5% | +2.3% |
| YTD | -8.0% | -8.7% | +0.8% | -7.1% |
| 1Y | -24.7% | -11.8% | -12.9% | -23.7% |
| 3Y | -28.4% | -24.0% | -4.4% | -27.0% |
| 5Y | +2.8% | -60.3% | +63.1% | +16.6% |
| All | +202.5% | +5.0% | +197.5% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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