+741.5%
HWM vs UAL
+142.0%
+599.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -11.0% | -16.1% | +5.1% | -6.2% |
| 3M | +4.0% | +6.1% | -2.1% | +1.3% |
| 6M | -0.2% | +10.8% | -11.1% | -4.8% |
| YTD | +26.7% | -0.4% | +27.0% | +24.0% |
| 1Y | +44.7% | +5.0% | +39.7% | +38.2% |
| 3Y | +426.1% | +124.0% | +302.1% | +264.9% |
| All | +741.5% | +142.0% | +599.4% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling