+1,294.0%
UAL vs HBM
+613.3%
+680.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | -6.4% | +7.1% | +2.4% |
| 30D | -16.1% | +5.9% | -22.0% | -17.5% |
| 3M | +6.1% | -8.9% | +15.0% | +7.0% |
| 6M | +10.8% | +10.7% | +0.2% | +5.7% |
| YTD | -0.4% | +38.3% | -38.7% | -11.1% |
| 1Y | +5.0% | +121.3% | -116.3% | -17.4% |
| 3Y | +124.0% | +450.6% | -326.6% | +36.2% |
| 5Y | +141.0% | +338.0% | -197.0% | +46.1% |
| 10Y | +118.0% | +578.6% | -460.6% | +1.2% |
| All | +1,294.0% | +613.3% | +680.6% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling