+102.3%
BDX vs BAH
+199.5%
-97.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.0% | -2.6% | +3.6% | +1.5% |
| 30D | +15.1% | +20.4% | -5.2% | +11.3% |
| 3M | +18.2% | +11.9% | +6.3% | +15.6% |
| 6M | +48.1% | +17.1% | +31.0% | +43.2% |
| YTD | +44.1% | +5.5% | +38.6% | +40.4% |
| 1Y | +46.4% | +5.6% | +40.8% | +42.5% |
| 3Y | +24.4% | -26.5% | +50.9% | +26.3% |
| 5Y | +26.1% | +6.5% | +19.6% | +15.7% |
| All | +102.3% | +199.5% | -97.3% | +47.7% |
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 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