+1,270.0%
HD vs UAL
+242.1%
+1,027.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | +4.3% | +6.1% | -1.8% | +3.1% |
| 6M | -11.1% | +10.8% | -22.0% | -13.1% |
| YTD | -4.7% | -0.4% | -4.3% | -5.5% |
| 1Y | -19.8% | +5.0% | -24.8% | -21.5% |
| 3Y | +4.1% | +124.0% | -119.9% | -13.3% |
| 5Y | +10.3% | +141.0% | -130.7% | -11.9% |
| 10Y | +203.2% | +118.0% | +85.2% | +123.2% |
| All | +1,270.0% | +242.1% | +1,027.9% | +579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling