-15.0%
ZBH vs BAH
+7.1%
-22.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | +13.6% | +19.5% | -6.0% | +10.8% |
| 3M | +7.1% | +11.1% | -4.0% | +5.4% |
| 6M | +26.1% | +16.3% | +9.7% | +22.8% |
| YTD | +17.2% | +4.8% | +12.4% | +14.8% |
| 1Y | +17.4% | +4.9% | +12.5% | +14.8% |
| 3Y | +2.0% | -27.0% | +29.1% | +1.4% |
| 5Y | -15.0% | +5.7% | -20.7% | -22.8% |
| All | -15.0% | +7.1% | -22.0% | -22.8% |
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