+3.2%
HAL vs UAL
+106.0%
-102.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -3.3% | -2.0% | -1.3% | -2.6% |
| 30D | +7.2% | -15.7% | +22.9% | +13.6% |
| 3M | -8.8% | +3.6% | -12.4% | -11.6% |
| 6M | +3.0% | +16.9% | -13.9% | -7.1% |
| YTD | +29.4% | -4.8% | +34.2% | +24.8% |
| 1Y | +62.8% | -0.9% | +63.8% | +52.7% |
| 3Y | -6.4% | +124.5% | -130.9% | -43.5% |
| 5Y | +103.6% | +140.2% | -36.5% | +8.0% |
| All | +3.2% | +106.0% | -102.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling