+160.5%
HON vs UAL
+97.8%
+62.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.2% |
| 7D | -0.4% | +2.3% | -2.6% | -0.9% |
| 30D | +8.6% | +13.3% | -4.8% | +5.3% |
| 3M | -0.8% | -6.3% | +5.5% | +0.3% |
| 6M | -0.1% | +22.5% | -22.6% | -5.6% |
| YTD | +12.8% | +5.9% | +6.9% | +9.1% |
| 1Y | +10.4% | +24.7% | -14.2% | +2.5% |
| 3Y | +30.5% | +211.6% | -181.1% | -9.3% |
| 5Y | +15.0% | +130.6% | -115.6% | -17.7% |
| 10Y | +160.5% | +96.5% | +64.0% | +79.9% |
| All | +160.5% | +97.8% | +62.7% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling