-0.6%
BBY vs BAH
-3.4%
+2.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +6.8% | -6.6% | +13.4% | +8.1% |
| 3M | +18.7% | -7.2% | +25.9% | +20.1% |
| 6M | +37.3% | -10.0% | +47.3% | +39.4% |
| YTD | +35.3% | -12.5% | +47.8% | +37.5% |
| 1Y | +20.7% | -27.9% | +48.6% | +26.9% |
| 3Y | +39.4% | -31.4% | +70.8% | +39.2% |
| All | -0.6% | -3.4% | +2.9% | -15.7% |
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