+2,071.1%
HCA vs UAL
+354.7%
+1,716.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.8% | -3.0% | +3.9% | +1.4% |
| 30D | +6.1% | +10.5% | -4.4% | +3.7% |
| 3M | +21.4% | -13.5% | +34.9% | +24.5% |
| 6M | +17.2% | +14.2% | +3.0% | +12.7% |
| YTD | +7.5% | -2.2% | +9.7% | +5.5% |
| 1Y | +6.2% | +12.5% | -6.3% | +0.9% |
| 3Y | +122.0% | +186.8% | -64.8% | +58.5% |
| 5Y | +112.2% | +119.4% | -7.2% | +53.9% |
| 10Y | +675.7% | +81.4% | +594.3% | +417.8% |
| All | +2,071.1% | +354.7% | +1,716.4% | +1,028.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling