-20.5%
ZBH vs BAH
-31.4%
+10.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -3.2% | -6.6% | +3.4% | -2.7% |
| 3M | +5.8% | -7.2% | +13.0% | +6.0% |
| 6M | +2.0% | -10.0% | +12.0% | +2.2% |
| YTD | +5.8% | -12.5% | +18.2% | +5.7% |
| 1Y | -7.9% | -27.9% | +20.0% | -6.8% |
| All | -20.5% | -31.4% | +10.9% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling