+99.3%
HLT vs UAL
+130.7%
-31.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.8% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -5.0% | -12.2% | +7.2% | -2.1% |
| 3M | -10.4% | -2.5% | -7.9% | -10.4% |
| 6M | +3.2% | +21.1% | -17.9% | -3.0% |
| YTD | +6.7% | -1.8% | +8.5% | +5.1% |
| 1Y | +10.3% | +0.4% | +9.8% | +7.4% |
| 3Y | +99.3% | +130.3% | -30.9% | +63.8% |
| All | +99.3% | +130.7% | -31.4% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling