+45.5%
UNP vs BAH
-26.3%
+71.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.3% |
| 7D | -4.6% | -3.5% | -1.0% | -4.3% |
| 30D | +5.6% | +24.3% | -18.6% | +3.9% |
| 3M | -1.3% | +16.3% | -17.6% | -2.5% |
| 6M | +9.2% | +13.6% | -4.3% | +7.9% |
| YTD | +27.3% | +3.5% | +23.8% | +26.1% |
| 1Y | +35.9% | +2.7% | +33.2% | +34.7% |
| 3Y | +45.5% | -26.6% | +72.0% | +42.5% |
| All | +45.5% | -26.3% | +71.7% | +42.5% |
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