+282.5%
UNP vs BAH
+186.6%
+95.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.1% | -6.6% | +4.5% | -0.7% |
| 3M | +5.4% | -7.2% | +12.6% | +6.7% |
| 6M | +13.4% | -10.0% | +23.4% | +15.1% |
| YTD | +25.0% | -12.5% | +37.4% | +26.5% |
| 1Y | +34.6% | -27.9% | +62.5% | +42.3% |
| 3Y | +43.6% | -31.4% | +75.0% | +46.2% |
| 5Y | +51.7% | -3.2% | +55.0% | +35.0% |
| 10Y | +282.5% | +191.5% | +91.1% | +155.2% |
| All | +282.5% | +186.6% | +95.9% | +155.2% |
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 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