+256.7%
BBY vs BAH
+876.9%
-620.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +8.1% | -4.3% | +12.4% | +9.3% |
| 30D | +8.9% | -4.5% | +13.4% | +10.2% |
| 3M | +22.0% | -7.6% | +29.6% | +23.9% |
| 6M | +37.8% | -10.6% | +48.4% | +40.7% |
| YTD | +37.3% | -12.6% | +49.9% | +40.1% |
| 1Y | +21.6% | -27.0% | +48.5% | +29.7% |
| 3Y | +41.5% | -31.5% | +73.0% | +47.2% |
| 5Y | +1.2% | -3.8% | +5.1% | -7.0% |
| 10Y | +237.8% | +183.9% | +53.8% | +133.0% |
| All | +256.7% | +876.9% | -620.1% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling