+129.8%
UAL vs BAH
-32.2%
+162.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | -16.1% | +2.0% | -18.1% | -16.3% |
| 3M | +6.1% | -7.6% | +13.8% | +7.0% |
| 6M | +10.8% | -5.7% | +16.5% | +11.3% |
| YTD | -0.4% | -11.7% | +11.3% | +0.5% |
| 1Y | +5.0% | -27.4% | +32.4% | +7.8% |
| All | +129.8% | -32.2% | +162.0% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling