-29.8%
ZBH vs BAH
-3.8%
-26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | -5.2% | -4.3% | -0.9% | -4.7% |
| 30D | -2.4% | -4.5% | +2.0% | -1.9% |
| 3M | +8.3% | -7.6% | +15.9% | +8.9% |
| 6M | +0.7% | -10.6% | +11.3% | +1.4% |
| YTD | +5.3% | -12.6% | +17.9% | +5.8% |
| 1Y | -9.1% | -27.0% | +17.9% | -6.7% |
| 3Y | -19.7% | -31.5% | +11.8% | -20.4% |
| All | -29.8% | -3.8% | -26.0% | -36.4% |
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 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