+263.0%
UMC vs BAH
-31.4%
+294.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +13.6% | -1.3% | +14.9% | +13.4% |
| 30D | +20.8% | -6.6% | +27.4% | +19.8% |
| 3M | +16.1% | -7.2% | +23.3% | +17.4% |
| 6M | +137.3% | -10.0% | +147.3% | +139.6% |
| YTD | +193.8% | -12.5% | +206.2% | +193.4% |
| 1Y | +236.1% | -27.9% | +264.0% | +236.7% |
| All | +263.0% | -31.4% | +294.4% | +261.5% |
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 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