+1,658.7%
HCA vs UAL
+363.3%
+1,295.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.5% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -1.1% | -16.1% | +15.0% | +2.4% |
| 3M | +12.2% | +6.1% | +6.0% | +10.3% |
| 6M | -25.3% | +10.8% | -36.2% | -27.8% |
| YTD | -12.9% | -0.4% | -12.6% | -14.6% |
| 1Y | -0.9% | +5.0% | -6.0% | -4.5% |
| 3Y | +47.6% | +124.0% | -76.4% | +12.1% |
| 5Y | +67.0% | +141.0% | -74.0% | +18.4% |
| 10Y | +471.4% | +118.0% | +353.4% | +269.2% |
| All | +1,658.7% | +363.3% | +1,295.4% | +813.7% |
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