+21.4%
UL vs BAH
-2.8%
+24.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | +0.9% | -4.5% | +5.4% | +1.2% |
| 3M | +14.2% | -7.6% | +21.8% | +14.6% |
| 6M | -3.2% | -10.6% | +7.4% | -2.8% |
| YTD | -0.3% | -12.6% | +12.2% | -0.1% |
| 1Y | -8.8% | -27.0% | +18.2% | -7.3% |
| 3Y | +23.9% | -31.5% | +55.4% | +23.9% |
| 5Y | +21.4% | -3.8% | +25.2% | +19.0% |
| All | +21.4% | -2.8% | +24.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling