+1,798.0%
UMC vs BAH
+207.1%
+1,590.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -2.8% |
| 7D | +11.4% | +2.4% | +8.9% | +11.2% |
| 30D | +16.8% | -2.9% | +19.7% | +16.9% |
| 3M | +19.1% | -1.3% | +20.4% | +19.5% |
| 6M | +137.4% | -0.9% | +138.3% | +137.7% |
| YTD | +186.4% | -8.2% | +194.6% | +186.0% |
| 1Y | +229.1% | -24.0% | +253.1% | +236.7% |
| 3Y | +257.9% | -28.1% | +286.0% | +257.8% |
| 5Y | +137.5% | +2.5% | +135.0% | +118.4% |
| All | +1,798.0% | +207.1% | +1,590.9% | +1,432.3% |
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