-33.3%
BAX vs BAH
+197.5%
-230.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +3.4% | +19.5% | -16.1% | -1.0% |
| 3M | -4.5% | +11.1% | -15.5% | -7.2% |
| 6M | +44.0% | +16.3% | +27.7% | +37.6% |
| YTD | +34.9% | +4.8% | +30.1% | +30.9% |
| 1Y | +37.9% | +4.9% | +33.0% | +33.5% |
| 3Y | -17.1% | -27.0% | +10.0% | -15.2% |
| 5Y | -64.3% | +5.7% | -70.0% | -68.1% |
| All | -33.3% | +197.5% | -230.8% | -52.3% |
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 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