+225.0%
HPE vs UAL
+131.3%
+93.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -5.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -2.3% | -16.1% | +13.8% | +3.6% |
| 3M | -2.9% | +6.1% | -9.0% | -5.6% |
| 6M | +143.6% | +10.8% | +132.7% | +129.7% |
| YTD | +118.5% | -0.4% | +118.9% | +112.7% |
| 1Y | +129.2% | +5.0% | +124.2% | +117.7% |
| All | +225.0% | +131.3% | +93.7% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling