+635.8%
BX vs BAH
+198.8%
+437.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +14.2% | +20.8% | -6.5% | +7.1% |
| 3M | -18.7% | +11.6% | -30.3% | -22.0% |
| 6M | +2.5% | +23.1% | -20.6% | -5.3% |
| YTD | -18.8% | +5.3% | -24.1% | -21.9% |
| 1Y | -10.3% | +6.1% | -16.4% | -14.3% |
| 3Y | +35.4% | -27.5% | +62.9% | +40.3% |
| 5Y | +0.3% | +6.2% | -5.9% | -14.5% |
| All | +635.8% | +198.8% | +437.1% | +350.9% |
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