+67.7%
UL vs BAH
+186.6%
-118.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -0.6% | -6.6% | +6.0% | +0.3% |
| 3M | +9.4% | -7.2% | +16.6% | +10.2% |
| 6M | -4.1% | -10.0% | +5.9% | -3.3% |
| YTD | -2.0% | -12.5% | +10.5% | -1.3% |
| 1Y | -9.0% | -27.9% | +18.9% | -5.8% |
| 3Y | +21.8% | -31.4% | +53.2% | +23.4% |
| 5Y | +20.6% | -3.2% | +23.8% | +12.2% |
| 10Y | +67.7% | +191.5% | -123.7% | +30.5% |
| All | +67.7% | +186.6% | -118.9% | +30.5% |
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