+2.5%
BAH vs MKTX
-60.6%
+63.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -2.9% | +0.8% | -3.8% | -3.0% |
| 3M | -1.3% | +41.1% | -42.5% | -5.9% |
| 6M | -0.9% | -9.5% | +8.7% | +0.1% |
| YTD | -8.2% | -8.7% | +0.5% | -7.5% |
| 1Y | -24.0% | -10.0% | -14.0% | -23.4% |
| 3Y | -28.1% | -24.6% | -3.5% | -27.0% |
| 5Y | +2.5% | -60.3% | +62.8% | +6.7% |
| All | +2.5% | -60.6% | +63.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling