+133.6%
UAL vs HRB
+38.9%
+94.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.0% |
| 7D | +0.7% | -5.7% | +6.4% | +1.4% |
| 30D | -16.1% | +7.9% | -24.0% | -17.1% |
| 3M | +6.1% | +32.1% | -26.0% | +1.5% |
| 6M | +10.8% | +62.2% | -51.4% | +1.8% |
| YTD | -0.4% | +16.4% | -16.8% | -1.2% |
| 1Y | +5.0% | -0.3% | +5.3% | +7.7% |
| All | +133.6% | +38.9% | +94.7% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling