+187.4%
UPS vs BAH
+1,077.1%
-889.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +17.9% | +18.0% | -0.1% | +14.1% |
| 3M | +9.4% | +11.4% | -2.0% | +6.8% |
| 6M | +16.2% | +17.7% | -1.5% | +11.7% |
| YTD | +18.8% | +5.4% | +13.4% | +15.7% |
| 1Y | +26.1% | +2.8% | +23.4% | +23.3% |
| 3Y | -4.5% | -26.7% | +22.2% | -2.9% |
| 5Y | -33.2% | +8.1% | -41.3% | -39.4% |
| 10Y | +44.3% | +202.5% | -158.2% | +3.3% |
| All | +187.4% | +1,077.1% | -889.7% | +49.8% |
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