-50.8%
BIDU vs BAH
+207.1%
-257.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -2.4% |
| 7D | -5.2% | +2.4% | -7.7% | -5.6% |
| 30D | -14.5% | -2.9% | -11.5% | -14.1% |
| 3M | -22.9% | -1.3% | -21.5% | -23.0% |
| 6M | -27.8% | -0.9% | -26.9% | -28.2% |
| YTD | -30.7% | -8.2% | -22.4% | -30.4% |
| 1Y | -15.8% | -24.0% | +8.2% | -12.5% |
| 3Y | -33.2% | -28.1% | -5.1% | -32.3% |
| 5Y | -44.8% | +2.5% | -47.3% | -49.6% |
| All | -50.8% | +207.1% | -257.9% | -64.8% |
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