-17.4%
ZBH vs BAH
+207.9%
-225.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -4.7% | +4.3% | -8.9% | -5.5% |
| 30D | -4.5% | -2.5% | -2.0% | -4.1% |
| 3M | +7.6% | -0.9% | +8.5% | +7.3% |
| 6M | +0.3% | +1.5% | -1.2% | -0.8% |
| YTD | +4.5% | -8.0% | +12.5% | +4.6% |
| 1Y | -9.4% | -24.7% | +15.4% | -5.4% |
| 3Y | -21.5% | -28.4% | +6.9% | -20.9% |
| 5Y | -28.4% | +2.8% | -31.2% | -37.0% |
| All | -17.4% | +207.9% | -225.3% | -44.4% |
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