+255.6%
UAL vs HDB
+940.9%
-685.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.0% |
| 7D | +8.2% | +13.3% | -5.2% | +0.6% |
| 30D | +2.3% | +13.6% | -11.2% | -5.2% |
| 3M | -12.7% | +5.8% | -18.4% | -15.8% |
| 6M | +12.7% | -1.9% | +14.6% | +12.5% |
| YTD | +0.8% | -31.2% | +32.0% | +23.7% |
| 1Y | +17.8% | -29.6% | +47.3% | +42.2% |
| 3Y | +206.7% | -10.1% | +216.8% | +210.6% |
| 5Y | +113.9% | -24.3% | +138.2% | +136.7% |
| 10Y | +97.0% | +59.3% | +37.7% | +31.6% |
| All | +255.6% | +940.9% | -685.3% | -39.1% |
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