+621.7%
HPE vs UAL
+99.2%
+522.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -2.9% | +6.1% | -9.0% | -5.3% |
| 6M | +143.6% | +10.8% | +132.7% | +131.3% |
| YTD | +118.5% | -0.4% | +118.9% | +113.5% |
| 1Y | +129.2% | +5.0% | +124.2% | +119.4% |
| 3Y | +212.5% | +124.0% | +88.5% | +125.6% |
| 5Y | +286.9% | +141.0% | +145.9% | +159.1% |
| 10Y | +432.3% | +118.0% | +314.3% | +223.3% |
| All | +621.7% | +99.2% | +522.5% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling