+104.6%
UL vs BAH
+210.6%
-106.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +6.8% | +18.2% | -11.5% | +4.3% |
| 3M | +5.7% | +13.1% | -7.3% | +3.8% |
| 6M | +15.9% | +15.2% | +0.7% | +13.1% |
| YTD | +4.3% | +6.0% | -1.7% | +2.2% |
| 1Y | -0.4% | +3.1% | -3.5% | -2.2% |
| 3Y | +35.0% | -26.2% | +61.2% | +36.5% |
| 5Y | +31.6% | +9.3% | +22.3% | +21.1% |
| 10Y | +104.6% | +212.3% | -107.7% | +63.6% |
| All | +104.6% | +210.6% | -106.0% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling