-31.5%
BAH vs XPO
+159.4%
-190.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | -4.3% | +2.7% | -7.0% | -4.7% |
| 30D | -4.5% | -6.2% | +1.7% | -3.7% |
| 3M | -7.6% | -15.4% | +7.8% | -5.7% |
| 6M | -10.6% | +0.7% | -11.4% | -11.0% |
| YTD | -12.6% | +39.8% | -52.4% | -17.0% |
| 1Y | -27.0% | +43.3% | -70.3% | -31.1% |
| 3Y | -31.5% | +166.0% | -197.5% | -40.6% |
| All | -31.5% | +159.4% | -190.9% | -40.6% |
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