+274.7%
BBY vs BAH
+198.8%
+76.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +4.5% | +1.7% | +2.7% | +4.0% |
| 30D | +16.8% | +20.8% | -4.0% | +10.4% |
| 3M | +23.2% | +11.6% | +11.6% | +18.9% |
| 6M | +91.9% | +23.1% | +68.8% | +78.5% |
| YTD | +61.6% | +5.3% | +56.4% | +56.1% |
| 1Y | +43.9% | +6.1% | +37.7% | +38.2% |
| 3Y | +88.6% | -27.5% | +116.1% | +93.7% |
| 5Y | -3.1% | +6.2% | -9.3% | -17.2% |
| All | +274.7% | +198.8% | +76.0% | +134.4% |
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