-37.1%
BAX vs BAH
+182.5%
-219.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.4% |
| 30D | -9.7% | -4.5% | -5.3% | -8.8% |
| 3M | +29.3% | -7.6% | +36.9% | +31.2% |
| 6M | +40.7% | -10.6% | +51.3% | +43.3% |
| YTD | +30.3% | -12.6% | +42.8% | +32.4% |
| 1Y | +3.4% | -27.0% | +30.4% | +9.5% |
| 3Y | -32.0% | -31.5% | -0.5% | -30.1% |
| 5Y | -66.9% | -3.8% | -63.0% | -69.8% |
| 10Y | -37.1% | +183.9% | -221.0% | -53.3% |
| All | -37.1% | +182.5% | -219.6% | -53.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling