+248.5%
UAL vs HST
+159.1%
+89.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.7% | +1.1% | -0.6% |
| 7D | +5.0% | -4.2% | +9.2% | +8.3% |
| 30D | -1.2% | +9.6% | -10.8% | -7.4% |
| 3M | -16.8% | -1.1% | -15.7% | -16.2% |
| 6M | +18.0% | +21.1% | -3.1% | +2.9% |
| YTD | -1.2% | +47.1% | -48.3% | -24.2% |
| 1Y | +14.3% | +64.0% | -49.7% | -19.2% |
| 3Y | +194.6% | +77.1% | +117.4% | +99.5% |
| 5Y | +109.6% | +71.8% | +37.9% | +44.3% |
| 10Y | +93.1% | +146.3% | -53.2% | +7.2% |
| All | +248.5% | +159.1% | +89.5% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling