-33.9%
BAX vs BAH
+218.8%
-252.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +9.0% | -1.5% | +10.5% | +9.4% |
| 30D | +8.5% | +17.3% | -8.8% | +4.3% |
| 3M | -4.1% | +14.9% | -19.0% | -7.6% |
| 6M | +46.9% | +14.2% | +32.7% | +41.1% |
| YTD | +38.4% | +5.1% | +33.3% | +34.2% |
| 1Y | +47.0% | +2.1% | +44.9% | +43.3% |
| 3Y | -14.9% | -26.0% | +11.0% | -13.4% |
| 5Y | -62.5% | +9.0% | -71.5% | -66.8% |
| 10Y | -33.9% | +208.8% | -242.7% | -49.6% |
| All | -33.9% | +218.8% | -252.7% | -49.6% |
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