+490.2%
HCA vs UAL
+106.0%
+384.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | +2.4% | -15.7% | +18.1% | +6.0% |
| 3M | +13.0% | +3.6% | +9.4% | +11.7% |
| 6M | -21.4% | +16.9% | -38.3% | -24.9% |
| YTD | -9.5% | -4.8% | -4.7% | -10.4% |
| 1Y | +7.5% | -0.9% | +8.5% | +4.8% |
| 3Y | +57.6% | +124.5% | -66.9% | +17.1% |
| 5Y | +71.1% | +140.2% | -69.1% | +17.6% |
| All | +490.2% | +106.0% | +384.1% | +255.4% |
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