+239.5%
HUT vs UAL
+73.3%
+166.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.4% | +8.5% |
| 7D | +24.8% | +2.3% | +22.5% | +23.6% |
| 30D | -28.4% | +13.3% | -41.7% | -33.8% |
| 3M | -31.2% | -6.3% | -24.9% | -29.7% |
| 6M | -40.2% | +22.5% | -62.8% | -47.1% |
| YTD | +32.9% | +5.9% | +27.1% | +27.7% |
| 1Y | +39.1% | +24.7% | +14.4% | +22.8% |
| 3Y | +462.8% | +211.6% | +251.2% | +228.7% |
| 5Y | -13.9% | +130.6% | -144.4% | -42.3% |
| All | +239.5% | +73.3% | +166.2% | +118.2% |
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 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