-1.4%
BDX vs BAH
-3.7%
+2.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -3.6% | -1.3% | -2.2% | -3.4% |
| 30D | +0.7% | -6.6% | +7.3% | +1.5% |
| 3M | +19.0% | -7.2% | +26.1% | +19.6% |
| 6M | +10.8% | -10.0% | +20.8% | +11.6% |
| YTD | +20.1% | -12.5% | +32.6% | +20.6% |
| 1Y | +23.1% | -27.9% | +51.0% | +26.7% |
| 3Y | -8.8% | -31.4% | +22.6% | -8.4% |
| 5Y | -1.4% | -3.2% | +1.8% | -7.0% |
| All | -1.4% | -3.7% | +2.2% | -7.0% |
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