-63.9%
BAX vs BAH
+8.3%
-72.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.3% |
| 7D | +12.1% | -3.5% | +15.7% | +12.7% |
| 30D | +7.6% | +24.3% | -16.7% | +3.6% |
| 3M | -4.5% | +16.3% | -20.8% | -7.2% |
| 6M | +52.0% | +13.6% | +38.4% | +47.7% |
| YTD | +35.1% | +3.5% | +31.7% | +32.4% |
| 1Y | +43.7% | +2.7% | +41.0% | +40.8% |
| 3Y | -20.9% | -26.6% | +5.6% | -20.7% |
| All | -63.9% | +8.3% | -72.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling