+224.7%
HPE vs UAL
+189.3%
+35.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | +7.9% | -3.0% | +10.9% | +8.9% |
| 30D | -23.5% | +10.5% | -33.9% | -26.4% |
| 3M | -19.1% | -13.5% | -5.6% | -15.4% |
| 6M | +51.4% | +14.2% | +37.2% | +41.5% |
| YTD | +103.4% | -2.2% | +105.7% | +98.3% |
| 1Y | +114.4% | +12.5% | +101.9% | +97.5% |
| 3Y | +224.7% | +186.8% | +37.8% | +119.7% |
| All | +224.7% | +189.3% | +35.3% | +119.7% |
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