+316.2%
USB vs BAH
+886.2%
-570.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.4% | -3.2% | +4.7% | +2.3% |
| 30D | -1.3% | +2.0% | -3.3% | -2.0% |
| 3M | +15.2% | -7.6% | +22.9% | +17.0% |
| 6M | +18.8% | -5.7% | +24.5% | +19.2% |
| YTD | +21.0% | -11.7% | +32.7% | +22.6% |
| 1Y | +34.0% | -27.4% | +61.4% | +42.9% |
| 3Y | +95.3% | -32.5% | +127.9% | +104.5% |
| 5Y | +40.4% | -3.3% | +43.7% | +29.2% |
| 10Y | +107.3% | +186.0% | -78.7% | +39.5% |
| All | +316.2% | +886.2% | -570.0% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling