-25.9%
UPS vs BAH
-32.1%
+6.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | -2.1% | -4.3% | +2.2% | -1.9% |
| 30D | -2.3% | -4.5% | +2.1% | -2.1% |
| 3M | -5.2% | -7.6% | +2.4% | -4.8% |
| 6M | +1.4% | -10.6% | +12.0% | +1.9% |
| YTD | +6.1% | -12.6% | +18.7% | +6.5% |
| 1Y | +27.0% | -27.0% | +54.0% | +28.6% |
| 3Y | -25.9% | -31.5% | +5.6% | -26.6% |
| All | -25.9% | -32.1% | +6.2% | -26.6% |
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