+137.7%
UAL vs HBM
+369.9%
-232.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.6% | -4.4% |
| 7D | +3.5% | +7.4% | -3.9% | +1.3% |
| 30D | -16.5% | +5.1% | -21.5% | -17.9% |
| 3M | +2.8% | +11.1% | -8.4% | -1.7% |
| 6M | +17.6% | +30.2% | -12.6% | +5.8% |
| YTD | -3.2% | +46.2% | -49.4% | -16.9% |
| 1Y | +0.4% | +120.0% | -119.6% | -24.3% |
| 3Y | +128.2% | +527.4% | -399.3% | +23.3% |
| 5Y | +137.7% | +400.4% | -262.7% | +40.6% |
| All | +137.7% | +369.9% | -232.1% | +40.6% |
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