+145.3%
UMC vs BAH
-3.7%
+148.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +13.6% | -1.3% | +14.9% | +13.6% |
| 30D | +20.8% | -6.6% | +27.4% | +20.4% |
| 3M | +16.1% | -7.2% | +23.3% | +17.2% |
| 6M | +137.3% | -10.0% | +147.3% | +139.6% |
| YTD | +193.8% | -12.5% | +206.2% | +193.9% |
| 1Y | +236.1% | -27.9% | +264.0% | +241.5% |
| 3Y | +267.1% | -31.4% | +298.5% | +260.6% |
| 5Y | +145.3% | -3.2% | +148.5% | +125.2% |
| All | +145.3% | -3.7% | +148.9% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling