+5.0%
UAL vs HIG
+5.1%
0.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -16.1% | -3.2% | -12.9% | -15.5% |
| 3M | +6.1% | +9.1% | -3.0% | +2.7% |
| 6M | +10.8% | -1.8% | +12.6% | +11.5% |
| YTD | -0.4% | +1.8% | -2.2% | -1.0% |
| 1Y | +5.0% | +4.6% | +0.5% | +3.0% |
| All | +5.0% | +5.1% | 0.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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