+2,178.2%
BX vs BAH
+886.2%
+1,292.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -4.4% | -3.2% | -1.1% | -3.3% |
| 30D | +0.1% | +2.0% | -1.9% | -0.6% |
| 3M | +16.0% | -7.6% | +23.6% | +18.6% |
| 6M | +21.6% | -5.7% | +27.3% | +22.8% |
| YTD | -8.9% | -11.7% | +2.8% | -6.7% |
| 1Y | -16.6% | -27.4% | +10.8% | -9.3% |
| 3Y | +43.3% | -32.5% | +75.9% | +52.4% |
| 5Y | +25.7% | -3.3% | +29.0% | +13.6% |
| 10Y | +689.5% | +186.0% | +503.5% | +380.7% |
| All | +2,178.2% | +886.2% | +1,292.0% | +669.0% |
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