-35.7%
BIDU vs BAH
+6.2%
-41.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.5% |
| 7D | +1.2% | +5.8% | -4.6% | +1.1% |
| 30D | -7.5% | +28.7% | -36.2% | -8.0% |
| 3M | -28.6% | +20.9% | -49.5% | -28.8% |
| 6M | -36.9% | +15.2% | -52.1% | -36.6% |
| YTD | -38.4% | +7.1% | -45.5% | -37.3% |
| 1Y | -35.7% | +6.4% | -42.0% | -34.1% |
| All | -35.7% | +6.2% | -41.8% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling