+58.5%
HCA vs UAL
+125.0%
-66.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.0% |
| 7D | +4.9% | -1.1% | +6.1% | +5.0% |
| 30D | +1.9% | -13.4% | +15.3% | +2.5% |
| 3M | +12.7% | -2.3% | +15.0% | +12.8% |
| 6M | -22.3% | +13.3% | -35.7% | -22.8% |
| YTD | -9.3% | -4.2% | -5.1% | -9.5% |
| 1Y | +2.7% | +1.4% | +1.3% | +2.2% |
| All | +58.5% | +125.0% | -66.6% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling