+883.7%
BAH vs XPO
+4,849.7%
-3,966.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.0% |
| 7D | -3.2% | +2.4% | -5.7% | -3.6% |
| 30D | +2.0% | -3.5% | +5.5% | +2.4% |
| 3M | -7.6% | -11.9% | +4.3% | -6.4% |
| 6M | -5.7% | -10.0% | +4.3% | -4.9% |
| YTD | -11.7% | +42.1% | -53.8% | -16.0% |
| 1Y | -27.4% | +47.6% | -75.0% | -31.3% |
| 3Y | -32.5% | +153.6% | -186.1% | -41.4% |
| 5Y | -3.3% | +266.5% | -269.8% | -21.7% |
| 10Y | +186.0% | +1,460.4% | -1,274.5% | +87.9% |
| All | +883.7% | +4,849.7% | -3,966.0% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling