+661.1%
BX vs BAH
+207.9%
+453.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -5.6% | +4.3% | -9.9% | -7.0% |
| 30D | -12.2% | -2.5% | -9.8% | -11.6% |
| 3M | +7.4% | -0.9% | +8.3% | +7.2% |
| 6M | +22.2% | +1.5% | +20.7% | +20.4% |
| YTD | -14.0% | -8.0% | -6.0% | -13.3% |
| 1Y | -27.3% | -24.7% | -2.6% | -21.9% |
| 3Y | +24.5% | -28.4% | +52.9% | +28.1% |
| 5Y | +18.9% | +2.8% | +16.1% | +1.5% |
| All | +661.1% | +207.9% | +453.1% | +403.5% |
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