+215.7%
HUT vs UAL
+76.5%
+139.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -10.9% | +12.5% | -23.4% | -17.3% |
| 30D | -32.6% | +12.2% | -44.8% | -37.4% |
| 3M | -33.7% | -2.6% | -31.1% | -33.6% |
| 6M | -42.3% | +21.1% | -63.4% | -48.7% |
| YTD | +23.6% | +7.8% | +15.8% | +17.7% |
| 1Y | +20.4% | +25.4% | -5.0% | +6.1% |
| 3Y | +423.2% | +217.3% | +205.9% | +203.0% |
| 5Y | -19.4% | +132.9% | -152.3% | -46.4% |
| All | +215.7% | +76.5% | +139.2% | +101.1% |
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