-27.5%
BAH vs XPO
+133.2%
-160.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | +1.7% | +9.0% | -7.3% | +0.6% |
| 30D | +20.8% | +4.2% | +16.6% | +20.1% |
| 3M | +11.6% | -8.7% | +20.2% | +12.7% |
| 6M | +23.1% | -2.8% | +25.9% | +23.3% |
| YTD | +5.3% | +41.9% | -36.6% | -0.5% |
| 1Y | +6.1% | +42.3% | -36.2% | +0.2% |
| 3Y | -27.5% | +127.3% | -154.8% | -37.4% |
| All | -27.5% | +133.2% | -160.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling