+6.7%
HD vs UAL
+117.7%
-111.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +1.5% | -3.0% | +4.6% | +2.1% |
| 30D | +18.0% | +10.5% | +7.5% | +15.7% |
| 3M | +2.8% | -13.5% | +16.3% | +5.3% |
| 6M | +17.0% | +14.2% | +2.7% | +13.7% |
| YTD | +3.5% | -2.2% | +5.8% | +2.6% |
| 1Y | -2.6% | +12.5% | -15.1% | -5.8% |
| 3Y | +30.7% | +186.8% | -156.1% | +1.6% |
| All | +6.7% | +117.7% | -111.1% | -14.9% |
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 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