+104.4%
BDX vs BAH
+198.8%
-94.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +15.4% | +20.8% | -5.4% | +11.5% |
| 3M | +20.5% | +11.6% | +9.0% | +17.9% |
| 6M | +53.2% | +23.1% | +30.1% | +46.8% |
| YTD | +45.7% | +5.3% | +40.4% | +42.0% |
| 1Y | +47.3% | +6.1% | +41.1% | +43.2% |
| 3Y | +25.1% | -27.5% | +52.5% | +27.4% |
| 5Y | +27.4% | +6.2% | +21.3% | +17.0% |
| All | +104.4% | +198.8% | -94.3% | +49.3% |
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