+92.6%
UAL vs HAS
+101.4%
-8.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.3% |
| 7D | +8.2% | -0.2% | +8.3% | +8.3% |
| 30D | +2.3% | +31.0% | -28.7% | -12.1% |
| 3M | -12.7% | +30.7% | -43.3% | -25.0% |
| 6M | +12.7% | +23.9% | -11.2% | -1.6% |
| YTD | +0.8% | +48.3% | -47.5% | -20.8% |
| 1Y | +17.8% | +60.2% | -42.4% | -11.5% |
| 3Y | +206.7% | +189.2% | +17.5% | +59.4% |
| 5Y | +113.9% | +50.4% | +63.5% | +59.6% |
| All | +92.6% | +101.4% | -8.7% | +19.1% |
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