+100.2%
UAL vs BAH
+218.8%
-118.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.4% |
| 7D | +10.2% | -1.5% | +11.7% | +10.6% |
| 30D | +12.0% | +17.3% | -5.2% | +7.6% |
| 3M | -7.1% | +14.9% | -22.0% | -10.7% |
| 6M | +20.9% | +14.2% | +6.6% | +15.7% |
| YTD | +7.7% | +5.1% | +2.5% | +4.3% |
| 1Y | +23.6% | +2.1% | +21.5% | +20.2% |
| 3Y | +222.6% | -26.0% | +248.6% | +227.7% |
| 5Y | +127.9% | +9.0% | +119.0% | +94.3% |
| 10Y | +100.2% | +208.8% | -108.6% | +17.6% |
| All | +100.2% | +218.8% | -118.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling