+495.9%
HPE vs UAL
+103.3%
+392.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.8% | +10.6% | +8.6% |
| 7D | +10.1% | +3.5% | +6.7% | +8.8% |
| 30D | +5.3% | -16.5% | +21.7% | +11.2% |
| 3M | +12.7% | +2.8% | +9.9% | +11.0% |
| 6M | +167.7% | +17.6% | +150.1% | +149.6% |
| YTD | +135.5% | -3.2% | +138.7% | +132.1% |
| 1Y | +143.4% | +0.4% | +143.0% | +136.3% |
| 3Y | +249.2% | +128.2% | +121.0% | +152.1% |
| 5Y | +343.8% | +137.7% | +206.1% | +200.8% |
| 10Y | +495.9% | +99.1% | +396.7% | +292.2% |
| All | +495.9% | +103.3% | +392.5% | +292.2% |
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