-1.7%
HWM vs UAL
+13.6%
-15.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | +3.4% | +8.2% | -4.8% | +1.1% |
| 30D | -7.5% | +2.3% | -9.9% | -8.3% |
| 3M | -28.9% | -12.7% | -16.2% | -26.4% |
| 6M | -19.6% | +12.7% | -32.3% | -23.5% |
| YTD | +0.6% | +0.8% | -0.2% | -5.1% |
| All | -1.7% | +13.6% | -15.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling