+129.8%
UAL vs HST
+68.9%
+60.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.8% |
| 30D | -16.1% | -12.3% | -3.8% | -5.3% |
| 3M | +6.1% | -6.4% | +12.5% | +12.3% |
| 6M | +10.8% | +15.0% | -4.2% | -3.8% |
| YTD | -0.4% | +30.5% | -30.9% | -22.9% |
| 1Y | +5.0% | +35.7% | -30.6% | -22.1% |
| All | +129.8% | +68.9% | +60.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling