+2.9%
HYG vs UAL
+0.8%
+2.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -0.7% | -12.2% | +11.5% | -0.2% |
| 3M | -0.2% | -2.5% | +2.3% | -0.2% |
| 6M | +1.4% | +21.1% | -19.7% | +0.3% |
| YTD | +1.5% | -1.8% | +3.2% | +0.8% |
| 1Y | +2.9% | +0.4% | +2.5% | +1.7% |
| All | +2.9% | +0.8% | +2.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling