+0.4%
UAL vs HIG
+5.4%
-4.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.4% |
| 7D | +3.5% | -1.1% | +4.5% | +3.7% |
| 30D | -16.5% | -4.9% | -11.6% | -15.5% |
| 3M | +2.8% | +6.8% | -4.0% | -0.1% |
| 6M | +17.6% | -1.7% | +19.2% | +17.9% |
| YTD | -3.2% | -0.2% | -3.0% | -3.4% |
| 1Y | +0.4% | +5.7% | -5.3% | -2.2% |
| All | +0.4% | +5.4% | -4.9% | -2.2% |
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