+73.6%
USAR vs BAH
-32.1%
+105.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +2.3% | -4.3% | +6.7% | +2.7% |
| 30D | -8.6% | -4.5% | -4.2% | -8.3% |
| 3M | -20.5% | -7.6% | -12.9% | -19.5% |
| 6M | +1.2% | -10.6% | +11.8% | +2.6% |
| YTD | +48.4% | -12.6% | +61.0% | +49.7% |
| 1Y | +30.6% | -27.0% | +57.6% | +35.1% |
| 3Y | +73.6% | -31.5% | +105.1% | +79.3% |
| All | +73.6% | -32.1% | +105.8% | +79.3% |
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 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