+294.9%
UAL vs BAH
+1,110.0%
-815.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -4.9% |
| 7D | +5.0% | +6.0% | -1.0% | +3.3% |
| 30D | -1.2% | +31.1% | -32.3% | -8.6% |
| 3M | -16.8% | +25.2% | -41.9% | -22.3% |
| 6M | +18.0% | +18.9% | -0.9% | +10.9% |
| YTD | -1.2% | +8.3% | -9.5% | -5.6% |
| 1Y | +14.3% | +6.2% | +8.1% | +9.4% |
| 3Y | +194.6% | -22.8% | +217.3% | +196.8% |
| 5Y | +109.6% | +13.6% | +96.0% | +79.8% |
| 10Y | +93.1% | +240.2% | -147.1% | +10.4% |
| All | +294.9% | +1,110.0% | -815.1% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling