+127.9%
UAL vs HST
+77.0%
+51.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +4.4% |
| 7D | +10.2% | -1.1% | +11.3% | +11.4% |
| 30D | +12.0% | +11.6% | +0.4% | +1.8% |
| 3M | -7.1% | +9.5% | -16.6% | -14.2% |
| 6M | +20.9% | +18.9% | +2.0% | +3.3% |
| YTD | +7.7% | +51.0% | -43.3% | -24.8% |
| 1Y | +23.6% | +53.0% | -29.4% | -14.8% |
| 3Y | +222.6% | +87.5% | +135.1% | +83.7% |
| 5Y | +127.9% | +76.7% | +51.3% | +33.7% |
| All | +127.9% | +77.0% | +51.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling