+251.3%
UAL vs HST
+129.9%
+121.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | -1.0% | +1.7% | +1.5% |
| 30D | -16.1% | -12.3% | -3.8% | -8.2% |
| 3M | +6.1% | -6.4% | +12.5% | +10.9% |
| 6M | +10.8% | +15.0% | -4.2% | +0.7% |
| YTD | -0.4% | +30.5% | -30.9% | -17.0% |
| 1Y | +5.0% | +35.7% | -30.6% | -15.1% |
| 3Y | +124.0% | +68.4% | +55.6% | +57.3% |
| 5Y | +141.0% | +73.1% | +67.9% | +65.7% |
| 10Y | +118.0% | +92.7% | +25.3% | +42.3% |
| All | +251.3% | +129.9% | +121.5% | +68.3% |
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