+10.8%
HD vs UAL
+142.0%
-131.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -8.4% | -16.1% | +7.7% | -5.6% |
| 3M | +4.3% | +6.1% | -1.8% | +3.1% |
| 6M | -11.1% | +10.8% | -22.0% | -13.2% |
| YTD | -4.7% | -0.4% | -4.3% | -5.6% |
| 1Y | -19.8% | +5.0% | -24.8% | -21.6% |
| 3Y | +4.1% | +124.0% | -119.9% | -14.3% |
| All | +10.8% | +142.0% | -131.2% | -13.6% |
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