+73.7%
UAL vs BAH
+198.8%
-125.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -3.0% | +1.7% | -4.8% | -3.4% |
| 30D | +10.5% | +20.8% | -10.3% | +5.3% |
| 3M | -13.5% | +11.6% | -25.1% | -16.2% |
| 6M | +14.2% | +23.1% | -8.9% | +7.2% |
| YTD | -2.2% | +5.3% | -7.5% | -5.3% |
| 1Y | +12.5% | +6.1% | +6.4% | +8.3% |
| 3Y | +186.8% | -27.5% | +214.3% | +193.8% |
| 5Y | +119.4% | +6.2% | +113.2% | +89.3% |
| All | +73.7% | +198.8% | -125.1% | +3.8% |
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