-27.8%
BAH vs URA
+37.6%
-65.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.6% |
| 7D | -3.2% | +4.5% | -7.7% | -3.1% |
| 30D | +19.5% | -13.4% | +33.0% | +19.4% |
| 3M | +11.1% | -28.4% | +39.5% | +10.8% |
| 6M | +16.3% | -40.5% | +56.8% | +16.3% |
| YTD | +4.8% | -24.3% | +29.1% | +4.2% |
| 1Y | +4.9% | -28.8% | +33.7% | +4.4% |
| All | -27.8% | +37.6% | -65.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling