+220.1%
HUT vs UAL
+60.0%
+160.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -6.2% |
| 7D | +9.3% | -3.0% | +12.4% | +11.0% |
| 30D | -23.1% | +10.5% | -33.6% | -28.2% |
| 3M | -30.6% | -13.5% | -17.1% | -26.2% |
| 6M | -46.9% | +14.2% | -61.1% | -51.3% |
| YTD | +25.3% | -2.2% | +27.6% | +25.3% |
| 1Y | +59.8% | +12.5% | +47.3% | +48.7% |
| 3Y | +467.2% | +186.8% | +280.4% | +245.3% |
| 5Y | -24.6% | +119.4% | -144.0% | -47.9% |
| All | +220.1% | +60.0% | +160.1% | +114.1% |
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