+245.3%
HD vs UAL
+97.8%
+147.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -1.2% | +2.3% | -3.4% | -1.6% |
| 30D | +20.9% | +13.3% | +7.5% | +18.1% |
| 3M | -0.2% | -6.3% | +6.1% | +0.8% |
| 6M | +14.5% | +22.5% | -8.0% | +9.9% |
| YTD | +4.3% | +5.9% | -1.5% | +2.1% |
| 1Y | -3.5% | +24.7% | -28.1% | -8.3% |
| 3Y | +30.1% | +211.6% | -181.5% | +1.0% |
| 5Y | +8.5% | +130.6% | -122.1% | -13.9% |
| 10Y | +245.3% | +96.5% | +148.8% | +183.3% |
| All | +245.3% | +97.8% | +147.5% | +183.3% |
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 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