+179.2%
URI vs BAH
+8.3%
+170.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +2.1% |
| 7D | -9.8% | -3.5% | -6.2% | -9.1% |
| 30D | +1.7% | +24.3% | -22.5% | -3.4% |
| 3M | -9.1% | +16.3% | -25.4% | -12.7% |
| 6M | +9.9% | +13.6% | -3.7% | +5.6% |
| YTD | +31.2% | +3.5% | +27.7% | +28.2% |
| 1Y | +25.9% | +2.7% | +23.2% | +22.9% |
| 3Y | +147.4% | -26.6% | +174.0% | +152.2% |
| All | +179.2% | +8.3% | +170.9% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling