+22.7%
USB vs BAH
+12.6%
+10.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -1.5% | +6.0% | -7.5% | -2.5% |
| 30D | +4.3% | +31.1% | -26.8% | -0.6% |
| 3M | -6.1% | +25.2% | -31.2% | -10.0% |
| 6M | +9.4% | +18.9% | -9.5% | +5.5% |
| YTD | +15.2% | +8.3% | +6.9% | +11.9% |
| 1Y | +32.8% | +6.2% | +26.6% | +29.4% |
| 3Y | +91.3% | -22.8% | +114.1% | +90.4% |
| 5Y | +22.7% | +13.6% | +9.1% | +11.7% |
| All | +22.7% | +12.6% | +10.0% | +11.7% |
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