+92.6%
UAL vs BAH
+220.7%
-128.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.5% | +3.1% |
| 7D | +8.2% | -3.5% | +11.7% | +9.1% |
| 30D | +2.3% | +24.3% | -21.9% | -3.2% |
| 3M | -12.7% | +16.3% | -29.0% | -16.4% |
| 6M | +12.7% | +13.6% | -0.9% | +8.0% |
| YTD | +0.8% | +3.5% | -2.7% | -2.0% |
| 1Y | +17.8% | +2.7% | +15.1% | +14.3% |
| 3Y | +206.7% | -26.6% | +233.3% | +211.8% |
| 5Y | +113.9% | +8.5% | +105.4% | +82.1% |
| All | +92.6% | +220.7% | -128.1% | +11.6% |
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