+794.3%
UNP vs BAH
+1,056.2%
-261.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.6% |
| 7D | -4.6% | -3.5% | -1.0% | -3.8% |
| 30D | +5.6% | +24.3% | -18.6% | +0.5% |
| 3M | -1.3% | +16.3% | -17.6% | -5.0% |
| 6M | +9.2% | +13.6% | -4.3% | +5.2% |
| YTD | +27.3% | +3.5% | +23.8% | +23.9% |
| 1Y | +35.9% | +2.7% | +33.2% | +32.3% |
| 3Y | +45.5% | -26.6% | +72.0% | +48.2% |
| 5Y | +36.0% | +8.5% | +27.5% | +21.8% |
| 10Y | +307.2% | +225.1% | +82.1% | +168.3% |
| All | +794.3% | +1,056.2% | -261.9% | +293.2% |
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