+25.2%
UAL vs BAH
+2.1%
+23.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.7% |
| 7D | +10.2% | -1.5% | +11.7% | +10.2% |
| 30D | +12.0% | +17.3% | -5.2% | +11.2% |
| 3M | -7.1% | +14.9% | -22.0% | -7.6% |
| 6M | +20.9% | +14.2% | +6.6% | +21.1% |
| YTD | +7.7% | +5.1% | +2.5% | +10.4% |
| All | +25.2% | +2.1% | +23.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling