+8.1%
HD vs UAL
+132.2%
-124.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +12.5% | -7.3% | +2.9% |
| 30D | +20.7% | +12.2% | +8.5% | +18.0% |
| 3M | +0.8% | -2.6% | +3.4% | +1.0% |
| 6M | +12.2% | +21.1% | -8.8% | +7.9% |
| YTD | +4.2% | +7.8% | -3.6% | +1.4% |
| 1Y | -2.6% | +25.4% | -28.0% | -7.7% |
| 3Y | +30.0% | +217.3% | -187.3% | -0.7% |
| 5Y | +8.1% | +132.9% | -124.8% | -15.6% |
| All | +8.1% | +132.2% | -124.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling