+1,053.3%
BAH vs URA
-52.7%
+1,106.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -5.0% |
| 7D | -3.5% | -4.1% | +0.6% | -3.1% |
| 30D | +24.3% | -19.0% | +43.3% | +27.4% |
| 3M | +16.3% | -25.1% | +41.5% | +20.2% |
| 6M | +13.6% | -44.5% | +58.1% | +21.7% |
| YTD | +3.5% | -24.3% | +27.8% | +5.0% |
| 1Y | +2.7% | -28.1% | +30.8% | +4.8% |
| 3Y | -26.6% | +40.7% | -67.2% | -35.1% |
| 5Y | +8.5% | +35.5% | -26.9% | -6.2% |
| 10Y | +225.1% | +281.2% | -56.1% | +112.4% |
| All | +1,053.3% | -52.7% | +1,106.0% | +934.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling