+12.5%
UAL vs HST
+53.2%
-40.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -3.0% | +3.6% | -6.6% | -6.3% |
| 30D | +10.5% | +11.2% | -0.7% | -0.4% |
| 3M | -13.5% | +13.1% | -26.6% | -23.4% |
| 6M | +14.2% | +23.9% | -9.7% | -11.5% |
| YTD | -2.2% | +52.3% | -54.5% | -36.4% |
| 1Y | +12.5% | +56.7% | -44.2% | -29.1% |
| All | +12.5% | +53.2% | -40.7% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling