+84.9%
USB vs BAH
+210.6%
-125.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | +6.4% | +18.2% | -11.8% | +1.7% |
| 3M | -4.5% | +13.1% | -17.5% | -7.9% |
| 6M | +11.4% | +15.2% | -3.8% | +6.1% |
| YTD | +17.1% | +6.0% | +11.1% | +12.7% |
| 1Y | +32.6% | +3.1% | +29.5% | +28.4% |
| 3Y | +101.8% | -26.2% | +128.0% | +106.3% |
| 5Y | +25.1% | +9.3% | +15.8% | +8.7% |
| 10Y | +84.9% | +212.3% | -127.4% | +25.9% |
| All | +84.9% | +210.6% | -125.8% | +25.9% |
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