+120.5%
URI vs BAH
-32.2%
+152.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -2.0% | -3.2% | +1.3% | -1.4% |
| 30D | -12.9% | +2.0% | -15.0% | -13.3% |
| 3M | -6.7% | -7.6% | +0.9% | -5.3% |
| 6M | +19.0% | -5.7% | +24.7% | +19.8% |
| YTD | +25.5% | -11.7% | +37.3% | +27.5% |
| 1Y | +5.5% | -27.4% | +32.9% | +11.1% |
| All | +120.5% | -32.2% | +152.7% | +131.2% |
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