-33.4%
BIDU vs BAH
-31.4%
-2.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.4% |
| 30D | -16.0% | -6.6% | -9.3% | -15.6% |
| 3M | -24.0% | -7.2% | -16.9% | -23.5% |
| 6M | -24.9% | -10.0% | -14.9% | -24.3% |
| YTD | -29.6% | -12.5% | -17.1% | -28.8% |
| 1Y | -15.2% | -27.9% | +12.8% | -12.5% |
| All | -33.4% | -31.4% | -2.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling