+522.9%
HPE vs UAL
+101.7%
+421.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.7% |
| 7D | -18.7% | +8.2% | -26.9% | -21.0% |
| 30D | -37.9% | +2.3% | -40.2% | -38.5% |
| 3M | -14.4% | -12.7% | -1.7% | -11.1% |
| 6M | +48.2% | +12.7% | +35.5% | +40.4% |
| YTD | +88.6% | +0.8% | +87.8% | +82.9% |
| 1Y | +94.8% | +17.8% | +77.0% | +79.2% |
| 3Y | +202.7% | +206.7% | -4.0% | +97.9% |
| 5Y | +231.6% | +113.9% | +117.8% | +130.4% |
| 10Y | +361.9% | +97.0% | +264.9% | +192.0% |
| All | +522.9% | +101.7% | +421.3% | +270.2% |
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