+1,210.8%
URI vs BAH
+211.3%
+999.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +8.9% | +18.0% | -9.1% | +2.6% |
| 3M | +0.8% | +11.4% | -10.6% | -3.6% |
| 6M | +23.1% | +17.7% | +5.4% | +14.3% |
| YTD | +43.1% | +5.4% | +37.7% | +36.5% |
| 1Y | +35.7% | +2.8% | +32.9% | +30.2% |
| 3Y | +158.2% | -26.7% | +184.8% | +167.3% |
| 5Y | +212.6% | +8.1% | +204.5% | +162.6% |
| 10Y | +1,210.8% | +202.5% | +1,008.2% | +612.4% |
| All | +1,210.8% | +211.3% | +999.4% | +612.4% |
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