+255.6%
UAL vs HRB
+363.9%
-108.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.3% | +4.3% |
| 7D | +8.2% | +2.7% | +5.5% | +6.6% |
| 30D | +2.3% | +22.1% | -19.7% | -8.7% |
| 3M | -12.7% | +15.7% | -28.4% | -21.3% |
| 6M | +12.7% | +83.3% | -70.6% | -24.5% |
| YTD | +0.8% | +25.0% | -24.2% | -17.6% |
| 1Y | +17.8% | +6.9% | +10.8% | +4.9% |
| 3Y | +206.7% | +39.0% | +167.6% | +121.2% |
| 5Y | +113.9% | +146.4% | -32.5% | +2.3% |
| 10Y | +97.0% | +254.4% | -157.4% | -32.8% |
| All | +255.6% | +363.9% | -108.3% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling