-33.5%
UPS vs BAH
+10.2%
-43.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +1.7% | +0.5% | +1.3% | +1.7% |
| 30D | +17.4% | +18.2% | -0.8% | +15.4% |
| 3M | +7.7% | +13.1% | -5.3% | +6.3% |
| 6M | +13.8% | +15.2% | -1.4% | +12.0% |
| YTD | +17.3% | +6.0% | +11.3% | +15.7% |
| 1Y | +27.2% | +3.1% | +24.1% | +25.8% |
| 3Y | -5.6% | -26.2% | +20.6% | -6.4% |
| 5Y | -33.5% | +9.3% | -42.9% | -40.2% |
| All | -33.5% | +10.2% | -43.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling