+1,961.1%
BX vs BAH
+1,077.1%
+884.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.8% | -1.6% | -1.2% | -2.4% |
| 30D | +7.3% | +18.0% | -10.7% | +1.4% |
| 3M | -16.3% | +11.4% | -27.7% | -19.6% |
| 6M | +2.5% | +17.7% | -15.2% | -3.9% |
| YTD | -17.6% | +5.4% | -22.9% | -20.8% |
| 1Y | -12.4% | +2.8% | -15.1% | -15.3% |
| 3Y | +36.2% | -26.7% | +62.8% | +41.2% |
| 5Y | +3.0% | +8.1% | -5.1% | -10.0% |
| 10Y | +680.0% | +202.5% | +477.5% | +366.0% |
| All | +1,961.1% | +1,077.1% | +884.0% | +553.1% |
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