+56.7%
BDX vs BAH
+207.9%
-151.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -3.2% | +4.3% | -7.4% | -3.9% |
| 30D | -2.5% | -2.5% | -0.1% | -2.2% |
| 3M | +21.4% | -0.9% | +22.3% | +21.2% |
| 6M | +10.4% | +1.5% | +8.9% | +9.5% |
| YTD | +18.8% | -8.0% | +26.8% | +18.8% |
| 1Y | +21.7% | -24.7% | +46.4% | +26.1% |
| 3Y | -10.0% | -28.4% | +18.4% | -8.7% |
| 5Y | -1.8% | +2.8% | -4.6% | -9.7% |
| All | +56.7% | +207.9% | -151.3% | +17.8% |
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