+6.7%
HCA vs UAL
+0.8%
+5.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +1.2% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | +3.0% | -12.2% | +15.2% | +3.6% |
| 3M | +13.0% | -2.5% | +15.5% | +13.2% |
| 6M | -20.3% | +21.1% | -41.4% | -20.0% |
| YTD | -8.2% | -1.8% | -6.4% | -8.8% |
| 1Y | +6.7% | +0.4% | +6.3% | +3.0% |
| All | +6.7% | +0.8% | +5.9% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling