+23.0%
BDX vs BAH
-26.8%
+49.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +13.6% | +18.0% | -4.4% | +11.6% |
| 3M | +18.9% | +11.4% | +7.5% | +17.4% |
| 6M | +51.8% | +17.7% | +34.1% | +48.6% |
| YTD | +43.3% | +5.4% | +38.0% | +40.4% |
| 1Y | +48.0% | +2.8% | +45.2% | +45.3% |
| All | +23.0% | -26.8% | +49.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling