+104.2%
UAL vs HIG
+314.4%
-210.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.6% |
| 7D | -1.1% | -0.5% | -0.7% | -0.8% |
| 30D | -13.4% | -2.8% | -10.6% | -11.6% |
| 3M | -2.3% | +6.3% | -8.6% | -7.9% |
| 6M | +13.3% | -0.1% | +13.4% | +11.8% |
| YTD | -4.2% | +0.4% | -4.6% | -6.0% |
| 1Y | +1.4% | +6.2% | -4.9% | -5.4% |
| 3Y | +125.8% | +101.6% | +24.2% | +23.0% |
| 5Y | +130.0% | +119.8% | +10.1% | +16.7% |
| 10Y | +104.2% | +311.7% | -207.5% | -32.6% |
| All | +104.2% | +314.4% | -210.1% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling