+273.4%
UAL vs PH
+2,584.0%
-2,310.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.5% |
| 7D | +2.3% | +6.9% | -4.6% | -3.3% |
| 30D | +13.3% | +1.7% | +11.7% | +10.9% |
| 3M | -6.3% | -8.1% | +1.9% | 0.0% |
| 6M | +22.5% | +11.5% | +11.0% | +9.9% |
| YTD | +5.9% | +11.4% | -5.5% | -4.8% |
| 1Y | +24.7% | +14.1% | +10.6% | +9.8% |
| 3Y | +211.6% | +138.2% | +73.3% | +47.1% |
| 5Y | +130.6% | +216.0% | -85.4% | -15.1% |
| 10Y | +96.5% | +710.0% | -613.5% | -66.5% |
| All | +273.4% | +2,584.0% | -2,310.7% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling