-13.0%
USAR vs BAH
-18.3%
+5.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.4% |
| 7D | -1.1% | -1.5% | +0.4% | -1.1% |
| 30D | -30.3% | +17.3% | -47.5% | -31.2% |
| 3M | -54.7% | +14.9% | -69.6% | -55.2% |
| 6M | -67.5% | +14.2% | -81.8% | -67.7% |
| YTD | -26.4% | +5.1% | -31.5% | -26.9% |
| 1Y | -49.5% | +2.1% | -51.6% | -49.6% |
| 3Y | -14.5% | -26.0% | +11.5% | -13.2% |
| All | -13.0% | -18.3% | +5.3% | -11.6% |
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