+69.4%
USAR vs BAH
-31.9%
+101.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | -10.4% | -6.6% | -3.8% | -9.9% |
| 3M | -18.4% | -7.2% | -11.2% | -17.4% |
| 6M | -8.8% | -10.0% | +1.2% | -7.7% |
| YTD | +43.4% | -12.5% | +55.8% | +44.5% |
| 1Y | +21.0% | -27.9% | +48.9% | +25.2% |
| 3Y | +67.7% | -31.4% | +99.2% | +73.1% |
| All | +69.4% | -31.9% | +101.4% | +74.8% |
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