+96.5%
UAL vs HBM
+274.8%
-178.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | -1.3% | +3.5% | +2.6% |
| 30D | +13.3% | -14.8% | +28.2% | +18.6% |
| 3M | -6.3% | -20.7% | +14.4% | -0.5% |
| 6M | +22.5% | -13.9% | +36.4% | +24.5% |
| YTD | +5.9% | +10.6% | -4.8% | -2.0% |
| 1Y | +24.7% | +32.4% | -7.7% | +9.2% |
| 3Y | +211.6% | +432.0% | -220.4% | +72.9% |
| 5Y | +130.6% | +205.5% | -74.9% | +40.6% |
| 10Y | +96.5% | +291.1% | -194.7% | -15.3% |
| All | +96.5% | +274.8% | -178.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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