+610.2%
HWM vs UAL
+129.5%
+480.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.8% |
| 7D | +5.0% | +2.3% | +2.7% | +4.3% |
| 30D | +1.5% | +13.3% | -11.8% | -2.6% |
| 3M | -20.3% | -6.3% | -14.0% | -19.1% |
| 6M | -18.0% | +22.5% | -40.5% | -24.1% |
| YTD | +9.5% | +5.9% | +3.6% | +4.8% |
| 1Y | +7.5% | +24.7% | -17.2% | -2.6% |
| 3Y | +355.7% | +211.6% | +144.1% | +182.4% |
| 5Y | +610.2% | +130.6% | +479.6% | +379.2% |
| All | +610.2% | +129.5% | +480.7% | +379.2% |
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