-16.8%
HAL vs UAL
+97.8%
-114.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.0% |
| 7D | -0.2% | +2.3% | -2.5% | -1.1% |
| 30D | +1.0% | +13.3% | -12.3% | -4.1% |
| 3M | -2.1% | -6.3% | +4.2% | -1.2% |
| 6M | -17.5% | +22.5% | -40.0% | -26.3% |
| YTD | +18.1% | +5.9% | +12.3% | +8.6% |
| 1Y | +19.7% | +24.7% | -4.9% | +2.5% |
| 3Y | -7.9% | +211.6% | -219.5% | -51.5% |
| 5Y | +53.1% | +130.6% | -77.5% | -16.2% |
| 10Y | -16.8% | +96.5% | -113.2% | -56.3% |
| All | -16.8% | +97.8% | -114.6% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling