+112.3%
UAL vs PH
+197.3%
-85.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.8% | -0.6% |
| 7D | +8.2% | +2.0% | +6.2% | +5.8% |
| 30D | +2.3% | -3.7% | +6.0% | +4.9% |
| 3M | -12.7% | -14.0% | +1.4% | -0.6% |
| 6M | +12.7% | +2.1% | +10.6% | +8.3% |
| YTD | +0.8% | +5.1% | -4.2% | -5.6% |
| 1Y | +17.8% | +10.9% | +6.8% | +4.6% |
| 3Y | +206.7% | +132.9% | +73.7% | +38.4% |
| All | +112.3% | +197.3% | -85.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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