+44.6%
BAX vs BAH
+2.3%
+42.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +6.3% | +18.0% | -11.7% | +3.6% |
| 3M | -4.6% | +11.4% | -16.0% | -6.3% |
| 6M | +50.4% | +17.7% | +32.7% | +45.2% |
| YTD | +38.0% | +5.4% | +32.7% | +33.7% |
| 1Y | +44.6% | +2.8% | +41.9% | +41.7% |
| All | +44.6% | +2.3% | +42.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling