+200.6%
UAL vs HST
+77.1%
+123.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.7% | +1.1% | +0.9% |
| 7D | +5.0% | -4.2% | +9.2% | +9.4% |
| 30D | -1.2% | +9.6% | -10.8% | -9.6% |
| 3M | -16.8% | -1.1% | -15.7% | -16.2% |
| 6M | +18.0% | +21.1% | -3.1% | -3.0% |
| YTD | -1.2% | +47.1% | -48.3% | -32.0% |
| 1Y | +14.3% | +64.0% | -49.7% | -29.7% |
| All | +200.6% | +77.1% | +123.5% | +66.5% |
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