+114.5%
HCA vs UAL
+117.7%
-3.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +0.8% | -3.0% | +3.9% | +1.1% |
| 30D | +6.1% | +10.5% | -4.4% | +5.0% |
| 3M | +21.4% | -13.5% | +34.9% | +23.0% |
| 6M | +17.2% | +14.2% | +3.0% | +15.2% |
| YTD | +7.5% | -2.2% | +9.7% | +6.7% |
| 1Y | +6.2% | +12.5% | -6.3% | +3.6% |
| 3Y | +122.0% | +186.8% | -64.8% | +79.7% |
| All | +114.5% | +117.7% | -3.2% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling