-34.6%
BAX vs BAH
+185.2%
-219.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.4% |
| 30D | -5.5% | +2.0% | -7.5% | -5.9% |
| 3M | +33.5% | -7.6% | +41.2% | +35.5% |
| 6M | +35.9% | -5.7% | +41.5% | +36.6% |
| YTD | +35.4% | -11.7% | +47.1% | +37.3% |
| 1Y | +9.8% | -27.4% | +37.1% | +16.4% |
| 3Y | -32.7% | -32.5% | -0.2% | -30.4% |
| 5Y | -65.6% | -3.3% | -62.2% | -68.7% |
| All | -34.6% | +185.2% | -219.9% | -51.6% |
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