-1.9%
BAH vs URA
+128.0%
-129.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | +2.0% | +7.4% | -5.4% | +1.6% |
| 3M | -7.6% | -8.4% | +0.8% | -7.3% |
| 6M | -5.7% | -12.7% | +7.0% | -5.3% |
| YTD | -11.7% | +7.8% | -19.5% | -13.0% |
| 1Y | -27.4% | +19.5% | -46.8% | -29.3% |
| 3Y | -32.5% | +116.4% | -149.0% | -39.5% |
| All | -1.9% | +128.0% | -129.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling