+34.5%
BBY vs BAH
+6.2%
+28.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.5% | +7.7% |
| 7D | +4.5% | +5.8% | -1.2% | +3.3% |
| 30D | +16.0% | +28.7% | -12.7% | +10.1% |
| 3M | +18.6% | +20.9% | -2.3% | +13.9% |
| 6M | +80.1% | +15.2% | +64.9% | +74.4% |
| YTD | +57.4% | +7.1% | +50.4% | +52.0% |
| 1Y | +34.5% | +6.4% | +28.1% | +29.5% |
| All | +34.5% | +6.2% | +28.3% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling