+36.1%
UPS vs BAH
+186.6%
-150.6%
-57.9%
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 | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -3.7% | -6.6% | +2.9% | -2.5% |
| 3M | -6.6% | -7.2% | +0.6% | -5.5% |
| 6M | +2.6% | -10.0% | +12.6% | +4.0% |
| YTD | +4.8% | -12.5% | +17.2% | +6.1% |
| 1Y | +25.3% | -27.9% | +53.2% | +32.1% |
| 3Y | -26.9% | -31.4% | +4.5% | -26.0% |
| 5Y | -33.5% | -3.2% | -30.3% | -41.3% |
| 10Y | +36.1% | +191.5% | -155.4% | -9.2% |
| All | +36.1% | +186.6% | -150.6% | -9.2% |
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