+97.4%
UAL vs USHY
+48.7%
+48.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -2.3% |
| 7D | +2.3% | -0.2% | +2.5% | +3.0% |
| 30D | +13.3% | +0.5% | +12.9% | +12.1% |
| 3M | -6.3% | -1.2% | -5.1% | -2.3% |
| 6M | +22.5% | -0.1% | +22.6% | +24.3% |
| YTD | +5.9% | +1.1% | +4.7% | +4.6% |
| 1Y | +24.7% | +2.0% | +22.7% | +20.2% |
| 3Y | +211.6% | +25.8% | +185.8% | +70.4% |
| 5Y | +130.6% | +20.4% | +110.2% | +51.6% |
| All | +97.4% | +48.7% | +48.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling