+32.9%
URI vs BAH
+6.2%
+26.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -4.5% |
| 7D | -4.3% | +5.8% | -10.1% | -4.9% |
| 30D | +4.6% | +28.7% | -24.1% | +1.9% |
| 3M | -2.1% | +20.9% | -23.0% | -4.2% |
| 6M | +21.9% | +15.2% | +6.8% | +21.1% |
| YTD | +39.7% | +7.1% | +32.6% | +38.8% |
| 1Y | +32.9% | +6.4% | +26.5% | +32.5% |
| All | +32.9% | +6.2% | +26.7% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling