+112.3%
UAL vs HBM
+205.9%
-93.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +8.2% | -3.6% | +11.8% | +9.4% |
| 30D | +2.3% | -19.2% | +21.5% | +8.7% |
| 3M | -12.7% | -20.5% | +7.8% | -7.4% |
| 6M | +12.7% | -12.8% | +25.5% | +13.8% |
| YTD | +0.8% | +5.4% | -4.6% | -5.7% |
| 1Y | +17.8% | +33.0% | -15.2% | +2.3% |
| 3Y | +206.7% | +357.3% | -150.6% | +76.4% |
| All | +112.3% | +205.9% | -93.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling