+536.9%
HWM vs UAL
+109.3%
+427.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | +3.3% | +8.2% | -4.8% | +0.7% |
| 30D | -7.6% | +2.3% | -9.9% | -8.6% |
| 3M | -28.9% | -12.7% | -16.2% | -26.3% |
| 6M | -19.7% | +12.7% | -32.4% | -23.7% |
| YTD | +0.5% | +0.8% | -0.3% | -2.3% |
| 1Y | +0.3% | +17.8% | -17.5% | -7.5% |
| 3Y | +325.8% | +206.7% | +119.1% | +164.2% |
| All | +536.9% | +109.3% | +427.7% | +347.7% |
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