+5,365.0%
URI vs BAH
+1,110.0%
+4,255.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.6% |
| 7D | -12.9% | +6.0% | -19.0% | -15.1% |
| 30D | -3.4% | +31.1% | -34.5% | -13.7% |
| 3M | -10.0% | +25.2% | -35.2% | -18.6% |
| 6M | +12.2% | +18.9% | -6.7% | +2.2% |
| YTD | +29.8% | +8.3% | +21.4% | +21.1% |
| 1Y | +24.6% | +6.2% | +18.4% | +16.8% |
| 3Y | +137.6% | -22.8% | +160.4% | +141.0% |
| 5Y | +176.6% | +13.6% | +163.0% | +126.4% |
| 10Y | +1,402.6% | +240.2% | +1,162.4% | +580.4% |
| All | +5,365.0% | +1,110.0% | +4,255.0% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling