+254.2%
HD vs UAL
+94.5%
+159.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.2% |
| 7D | +4.3% | +8.2% | -3.8% | +2.9% |
| 30D | +20.2% | +2.3% | +17.9% | +19.6% |
| 3M | -1.0% | -12.7% | +11.7% | +1.2% |
| 6M | +7.9% | +12.7% | -4.8% | +5.2% |
| YTD | +2.0% | +0.8% | +1.2% | +0.7% |
| 1Y | -4.3% | +17.8% | -22.1% | -8.2% |
| 3Y | +25.9% | +206.7% | -180.8% | -1.9% |
| 5Y | +5.8% | +113.9% | -108.1% | -14.8% |
| All | +254.2% | +94.5% | +159.7% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling