-51.7%
BIDU vs BAH
+198.8%
-250.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | -4.5% | +20.8% | -25.3% | -7.7% |
| 3M | -25.4% | +11.6% | -36.9% | -26.9% |
| 6M | -48.1% | +23.1% | -71.2% | -50.3% |
| YTD | -40.2% | +5.3% | -45.5% | -41.5% |
| 1Y | -35.2% | +6.1% | -41.4% | -36.8% |
| 3Y | -27.1% | -27.5% | +0.4% | -25.6% |
| 5Y | -54.2% | +6.2% | -60.4% | -58.1% |
| All | -51.7% | +198.8% | -250.5% | -66.9% |
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