+161.4%
UPS vs BAH
+886.2%
-724.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -2.9% | -3.2% | +0.4% | -2.3% |
| 30D | -3.5% | +2.0% | -5.5% | -4.0% |
| 3M | -5.7% | -7.6% | +1.9% | -4.6% |
| 6M | -4.4% | -5.7% | +1.3% | -4.1% |
| YTD | +8.0% | -11.7% | +19.7% | +9.1% |
| 1Y | +29.0% | -27.4% | +56.4% | +35.3% |
| 3Y | -27.7% | -32.5% | +4.8% | -25.7% |
| 5Y | -34.3% | -3.3% | -31.0% | -39.4% |
| 10Y | +37.8% | +186.0% | -148.2% | -0.1% |
| All | +161.4% | +886.2% | -724.8% | +41.3% |
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