+370.3%
HPE vs UAL
+80.6%
+289.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.2% |
| 7D | +7.9% | -3.0% | +10.9% | +8.9% |
| 30D | -23.5% | +10.5% | -33.9% | -26.2% |
| 3M | -19.1% | -13.5% | -5.6% | -15.7% |
| 6M | +51.4% | +14.2% | +37.2% | +42.8% |
| YTD | +103.4% | -2.2% | +105.7% | +99.2% |
| 1Y | +114.4% | +12.5% | +101.9% | +100.4% |
| 3Y | +224.7% | +186.8% | +37.8% | +118.5% |
| 5Y | +277.8% | +119.4% | +158.4% | +162.3% |
| All | +370.3% | +80.6% | +289.7% | +234.6% |
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