+104.2%
UAL vs HRB
+205.6%
-101.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | -1.1% | -10.6% | +9.5% | +3.7% |
| 30D | -13.4% | -0.8% | -12.6% | -14.2% |
| 3M | -2.3% | +19.1% | -21.3% | -11.7% |
| 6M | +13.3% | +48.7% | -35.4% | -10.2% |
| YTD | -4.2% | +7.1% | -11.3% | -11.4% |
| 1Y | +1.4% | -8.3% | +9.7% | +0.6% |
| 3Y | +125.8% | +25.8% | +100.0% | +80.3% |
| 5Y | +130.0% | +111.1% | +18.9% | +30.2% |
| 10Y | +104.2% | +206.6% | -102.3% | -9.9% |
| All | +104.2% | +205.6% | -101.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling