+117.8%
UAL vs HAS
+56.4%
+61.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.7% |
| 30D | -16.1% | +2.3% | -18.4% | -17.2% |
| 3M | +6.1% | +10.4% | -4.2% | +0.1% |
| 6M | +10.8% | -3.2% | +14.1% | +11.3% |
| YTD | -0.4% | +15.4% | -15.8% | -9.7% |
| 1Y | +5.0% | +18.8% | -13.8% | -6.6% |
| 3Y | +124.0% | +43.9% | +80.1% | +73.0% |
| 5Y | +141.0% | +13.9% | +127.1% | +110.1% |
| All | +117.8% | +56.4% | +61.4% | +61.6% |
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