+826.6%
UNP vs BAH
+1,084.3%
-257.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +8.0% | +18.2% | -10.2% | +3.9% |
| 3M | +3.3% | +13.1% | -9.7% | +0.2% |
| 6M | +14.7% | +15.2% | -0.5% | +10.1% |
| YTD | +31.9% | +6.0% | +25.9% | +27.7% |
| 1Y | +37.1% | +3.1% | +34.0% | +33.4% |
| 3Y | +51.9% | -26.2% | +78.1% | +54.8% |
| 5Y | +39.3% | +9.3% | +30.0% | +24.7% |
| 10Y | +284.1% | +212.3% | +71.8% | +155.7% |
| All | +826.6% | +1,084.3% | -257.7% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling