+164.1%
URI vs BAH
-26.0%
+190.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.6% |
| 7D | -4.0% | -1.5% | -2.5% | -3.8% |
| 30D | +6.8% | +17.3% | -10.5% | +4.0% |
| 3M | -2.8% | +14.9% | -17.7% | -5.2% |
| 6M | +20.9% | +14.2% | +6.6% | +17.9% |
| YTD | +40.2% | +5.1% | +35.1% | +38.2% |
| 1Y | +34.1% | +2.1% | +32.0% | +32.6% |
| 3Y | +164.1% | -26.0% | +190.1% | +177.2% |
| All | +164.1% | -26.0% | +190.1% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling