+133.6%
HOOD vs UAL
+143.2%
-9.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -5.1% | +12.5% | -17.5% | -10.9% |
| 30D | -25.4% | +12.2% | -37.6% | -30.0% |
| 3M | -14.0% | -2.6% | -11.4% | -13.0% |
| 6M | +5.6% | +21.1% | -15.5% | -6.9% |
| YTD | -28.1% | +7.8% | -35.9% | -33.4% |
| 1Y | -40.1% | +25.4% | -65.5% | -49.0% |
| 3Y | +888.2% | +217.3% | +670.9% | +408.9% |
| 5Y | +135.8% | +132.9% | +2.9% | +20.5% |
| All | +133.6% | +143.2% | -9.6% | +18.6% |
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 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