+101.1%
UAL vs HIG
+268.7%
-167.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -1.6% |
| 7D | +12.5% | +2.1% | +10.3% | +10.7% |
| 30D | +12.2% | +6.7% | +5.5% | +6.4% |
| 3M | -2.6% | -1.9% | -0.6% | -1.7% |
| 6M | +21.1% | +5.3% | +15.7% | +14.1% |
| YTD | +7.8% | +1.3% | +6.5% | +4.5% |
| 1Y | +25.4% | +7.2% | +18.2% | +16.0% |
| 3Y | +217.3% | +96.6% | +120.7% | +75.6% |
| 5Y | +132.9% | +110.0% | +22.9% | +22.1% |
| 10Y | +101.1% | +268.4% | -167.2% | -32.5% |
| All | +101.1% | +268.7% | -167.6% | -32.5% |
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