+1,516.8%
HWM vs UAL
+97.8%
+1,419.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.0% |
| 7D | +5.0% | +2.3% | +2.7% | +4.1% |
| 30D | +1.5% | +13.3% | -11.8% | -3.7% |
| 3M | -20.3% | -6.3% | -14.0% | -18.9% |
| 6M | -18.0% | +22.5% | -40.5% | -25.6% |
| YTD | +9.5% | +5.9% | +3.6% | +3.5% |
| 1Y | +7.5% | +24.7% | -17.2% | -5.2% |
| 3Y | +355.7% | +211.6% | +144.1% | +150.3% |
| 5Y | +610.2% | +130.6% | +479.6% | +315.6% |
| 10Y | +1,516.8% | +96.5% | +1,420.3% | +746.4% |
| All | +1,516.8% | +97.8% | +1,419.0% | +746.4% |
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