+372.4%
HPE vs UAL
+99.5%
+272.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.7% | +12.5% | -22.2% | -13.1% |
| 30D | -34.8% | +12.2% | -46.9% | -37.2% |
| 3M | -12.1% | -2.6% | -9.5% | -11.8% |
| 6M | +53.7% | +21.1% | +32.7% | +42.5% |
| YTD | +101.9% | +7.8% | +94.1% | +91.8% |
| 1Y | +104.3% | +25.4% | +78.9% | +84.7% |
| 3Y | +223.1% | +217.3% | +5.7% | +110.9% |
| 5Y | +249.2% | +132.9% | +116.3% | +138.2% |
| 10Y | +372.4% | +101.1% | +271.3% | +234.5% |
| All | +372.4% | +99.5% | +272.9% | +234.5% |
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