+64.4%
DGX vs BAH
+1.2%
+63.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -2.3% |
| 7D | -3.5% | +2.4% | -5.9% | -3.7% |
| 30D | -2.7% | -2.9% | +0.3% | -2.4% |
| 3M | +13.9% | -1.3% | +15.2% | +13.8% |
| 6M | +16.0% | -0.9% | +16.9% | +15.7% |
| YTD | +34.9% | -8.2% | +43.2% | +34.8% |
| 1Y | +30.6% | -24.0% | +54.5% | +33.6% |
| 3Y | +93.0% | -28.1% | +121.1% | +91.1% |
| 5Y | +64.4% | +2.5% | +61.9% | +50.9% |
| All | +64.4% | +1.2% | +63.2% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling