+148.8%
HYG vs UAL
+176.7%
-27.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | -0.4% | -3.0% | +2.7% | -0.2% |
| 30D | +0.7% | +10.5% | -9.8% | +0.1% |
| 3M | -2.1% | -13.5% | +11.4% | -1.5% |
| 6M | -0.8% | +14.2% | -15.0% | -1.8% |
| YTD | +0.3% | -2.2% | +2.5% | -0.2% |
| 1Y | +1.8% | +12.5% | -10.7% | +0.5% |
| 3Y | +24.1% | +186.8% | -162.7% | +14.9% |
| 5Y | +17.7% | +119.4% | -101.6% | +9.4% |
| 10Y | +56.8% | +81.4% | -24.7% | +41.8% |
| All | +148.8% | +176.7% | -27.9% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling