+100.1%
UAL vs HAS
+102.4%
-2.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +12.5% | +3.3% | +9.2% | +10.7% |
| 30D | +12.2% | +30.5% | -18.3% | -3.3% |
| 3M | -2.6% | +29.9% | -32.5% | -16.0% |
| 6M | +21.1% | +26.5% | -5.5% | +4.5% |
| YTD | +7.8% | +51.9% | -44.1% | -16.4% |
| 1Y | +25.4% | +60.9% | -35.5% | -5.9% |
| 3Y | +217.3% | +215.0% | +2.4% | +57.4% |
| 5Y | +132.9% | +51.5% | +81.4% | +73.4% |
| All | +100.1% | +102.4% | -2.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling