+251.3%
UAL vs HRB
+331.9%
-80.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +4.7% |
| 7D | +0.7% | -5.7% | +6.4% | +3.8% |
| 30D | -16.1% | +7.9% | -24.0% | -20.7% |
| 3M | +6.1% | +32.1% | -26.0% | -11.4% |
| 6M | +10.8% | +62.2% | -51.4% | -20.8% |
| YTD | -0.4% | +16.4% | -16.8% | -14.6% |
| 1Y | +5.0% | -0.3% | +5.3% | -2.4% |
| 3Y | +124.0% | +36.0% | +88.0% | +64.1% |
| 5Y | +141.0% | +125.2% | +15.8% | +22.1% |
| 10Y | +118.0% | +237.7% | -119.7% | -23.2% |
| All | +251.3% | +331.9% | -80.6% | -10.6% |
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