-27.1%
BIDU vs BAH
-26.8%
-0.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -4.6% | +1.7% | -6.3% | -4.6% |
| 30D | -4.5% | +20.8% | -25.3% | -5.7% |
| 3M | -25.4% | +11.6% | -36.9% | -25.9% |
| 6M | -48.1% | +23.1% | -71.2% | -48.8% |
| YTD | -40.2% | +5.3% | -45.5% | -40.2% |
| 1Y | -35.2% | +6.1% | -41.4% | -35.3% |
| 3Y | -27.1% | -27.5% | +0.4% | -24.6% |
| All | -27.1% | -26.8% | -0.3% | -24.6% |
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