-1.9%
HD vs UAL
+21.4%
-23.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.0% |
| 7D | +3.6% | +10.2% | -6.6% | +0.8% |
| 30D | +21.6% | +12.0% | +9.5% | +17.7% |
| 3M | +0.1% | -7.1% | +7.2% | +1.5% |
| 6M | +13.0% | +20.9% | -7.9% | +7.3% |
| YTD | +4.9% | +7.7% | -2.7% | -0.7% |
| All | -1.9% | +21.4% | -23.2% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling