-3.2%
BAH vs XPO
+262.4%
-265.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -6.6% | -8.1% | +1.5% | -5.7% |
| 3M | -7.2% | -19.0% | +11.9% | -4.9% |
| 6M | -10.0% | -5.2% | -4.8% | -9.7% |
| YTD | -12.5% | +35.6% | -48.0% | -16.2% |
| 1Y | -27.9% | +41.1% | -69.0% | -31.5% |
| 3Y | -31.4% | +157.9% | -189.3% | -40.4% |
| 5Y | -3.2% | +265.6% | -268.9% | -21.1% |
| All | -3.2% | +262.4% | -265.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling