+304.6%
USB vs BAH
+1,096.2%
-791.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +2.4% | +5.8% | -3.4% | +0.8% |
| 30D | +6.6% | +28.7% | -22.1% | -0.4% |
| 3M | -4.1% | +20.9% | -25.0% | -9.2% |
| 6M | +12.5% | +15.2% | -2.7% | +7.2% |
| YTD | +17.6% | +7.1% | +10.6% | +12.9% |
| 1Y | +36.5% | +6.4% | +30.1% | +31.1% |
| 3Y | +95.4% | -23.6% | +119.0% | +98.4% |
| 5Y | +26.1% | +11.5% | +14.7% | +12.1% |
| 10Y | +101.3% | +236.3% | -135.1% | +29.6% |
| All | +304.6% | +1,096.2% | -791.6% | +69.3% |
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 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