+38.6%
BND vs BAH
+1,079.0%
-1,040.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | +0.8% | +20.4% | -19.5% | +0.8% |
| 3M | -1.2% | +11.9% | -13.1% | -1.2% |
| 6M | -1.4% | +17.1% | -18.5% | -1.4% |
| YTD | -1.3% | +5.5% | -6.9% | -1.4% |
| 1Y | -1.2% | +5.6% | -6.9% | -1.3% |
| 3Y | +13.7% | -26.5% | +40.2% | +13.7% |
| 5Y | -1.7% | +6.5% | -8.2% | -1.7% |
| 10Y | +17.2% | +203.0% | -185.9% | +19.0% |
| All | +38.6% | +1,079.0% | -1,040.4% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling