+92.6%
UAL vs HST
+142.8%
-50.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | +8.2% | -2.7% | +10.8% | +10.8% |
| 30D | +2.3% | +10.7% | -8.4% | -6.5% |
| 3M | -12.7% | +6.3% | -18.9% | -17.3% |
| 6M | +12.7% | +19.0% | -6.3% | -3.9% |
| YTD | +0.8% | +47.0% | -46.2% | -28.1% |
| 1Y | +17.8% | +53.4% | -35.7% | -19.3% |
| 3Y | +206.7% | +78.0% | +128.7% | +83.5% |
| 5Y | +113.9% | +71.7% | +42.2% | +28.3% |
| All | +92.6% | +142.8% | -50.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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