+625.7%
BX vs BAH
+199.5%
+426.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.1% | -2.6% | +1.5% | -0.2% |
| 30D | +8.8% | +20.4% | -11.5% | +2.1% |
| 3M | -18.3% | +11.9% | -30.1% | -21.6% |
| 6M | -1.5% | +17.1% | -18.7% | -7.5% |
| YTD | -19.9% | +5.5% | -25.5% | -23.1% |
| 1Y | -14.5% | +5.6% | -20.1% | -18.2% |
| 3Y | +32.3% | -26.5% | +58.8% | +36.3% |
| 5Y | -1.1% | +6.5% | -7.6% | -15.8% |
| All | +625.7% | +199.5% | +426.2% | +344.3% |
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