+230.8%
UL vs BAH
+1,077.1%
-846.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +4.5% | +18.0% | -13.5% | +2.0% |
| 3M | +5.5% | +11.4% | -6.0% | +3.6% |
| 6M | +17.0% | +17.7% | -0.7% | +13.7% |
| YTD | +3.2% | +5.4% | -2.2% | +1.1% |
| 1Y | -1.9% | +2.8% | -4.6% | -3.6% |
| 3Y | +33.6% | -26.7% | +60.2% | +35.5% |
| 5Y | +31.5% | +8.1% | +23.4% | +22.9% |
| 10Y | +103.9% | +202.5% | -98.6% | +57.7% |
| All | +230.8% | +1,077.1% | -846.3% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling