+116.4%
HPE vs UAL
+22.8%
+93.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.0% | -13.6% | -7.5% |
| 7D | -17.0% | +11.9% | -28.9% | -19.5% |
| 30D | -26.7% | +5.2% | -32.0% | -27.8% |
| 3M | -4.1% | -12.7% | +8.6% | -1.5% |
| 6M | +75.4% | +28.5% | +46.9% | +61.0% |
| YTD | +111.0% | +3.5% | +107.5% | +103.0% |
| 1Y | +116.4% | +27.5% | +88.9% | +84.0% |
| All | +116.4% | +22.8% | +93.6% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling