+251.3%
UAL vs HDB
+859.7%
-608.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | -16.1% | -2.8% | -13.3% | -14.7% |
| 3M | +6.1% | -3.5% | +9.7% | +7.5% |
| 6M | +10.8% | -24.7% | +35.6% | +29.7% |
| YTD | -0.4% | -36.6% | +36.2% | +28.6% |
| 1Y | +5.0% | -34.4% | +39.4% | +32.5% |
| 3Y | +124.0% | -24.4% | +148.4% | +152.1% |
| 5Y | +141.0% | -35.4% | +176.3% | +192.8% |
| 10Y | +118.0% | +39.5% | +78.5% | +57.8% |
| All | +251.3% | +859.7% | -608.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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