+24.9%
BDX vs BAH
+8.7%
+16.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +13.6% | +18.0% | -4.4% | +11.0% |
| 3M | +18.9% | +11.4% | +7.5% | +17.0% |
| 6M | +51.8% | +17.7% | +34.1% | +47.8% |
| YTD | +43.3% | +5.4% | +38.0% | +40.2% |
| 1Y | +48.0% | +2.8% | +45.2% | +45.2% |
| 3Y | +23.7% | -26.7% | +50.3% | +24.1% |
| 5Y | +24.9% | +8.1% | +16.8% | +14.8% |
| All | +24.9% | +8.7% | +16.1% | +14.8% |
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 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