+1,150.0%
URI vs BAH
+185.0%
+965.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -2.0% | -3.2% | +1.3% | -0.8% |
| 30D | -12.9% | +2.0% | -15.0% | -13.7% |
| 3M | -6.7% | -7.6% | +0.9% | -4.8% |
| 6M | +19.0% | -5.7% | +24.7% | +19.6% |
| YTD | +25.5% | -11.7% | +37.3% | +28.2% |
| 1Y | +5.5% | -27.4% | +32.9% | +15.5% |
| 3Y | +111.3% | -32.5% | +143.8% | +123.3% |
| 5Y | +198.6% | -3.3% | +201.9% | +157.7% |
| All | +1,150.0% | +185.0% | +965.0% | +478.9% |
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