+441.1%
HWM vs UAL
+127.4%
+313.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -11.0% | -16.1% | +5.1% | -7.0% |
| 3M | +4.0% | +6.1% | -2.1% | +1.8% |
| 6M | -0.2% | +10.8% | -11.1% | -4.1% |
| YTD | +26.7% | -0.4% | +27.0% | +24.2% |
| 1Y | +44.7% | +5.0% | +39.7% | +39.3% |
| All | +441.1% | +127.4% | +313.7% | +313.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling