-14.8%
SKHY vs BB
-22.6%
+7.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.0% | -12.1% | -9.0% |
| 7D | -13.1% | -6.8% | -6.3% | -9.4% |
| 30D | -26.6% | -3.5% | -23.1% | -25.7% |
| 3M | -7.3% | -1.2% | -6.1% | -4.8% |
| All | -14.8% | -22.6% | +7.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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 · Available span rolling