+112.3%
UAL vs HIG
+104.7%
+7.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.7% |
| 7D | +8.2% | +1.1% | +7.1% | +7.4% |
| 30D | +2.3% | +5.6% | -3.2% | -1.9% |
| 3M | -12.7% | -6.9% | -5.8% | -8.3% |
| 6M | +12.7% | +1.3% | +11.4% | +9.7% |
| YTD | +0.8% | -1.5% | +2.3% | 0.0% |
| 1Y | +17.8% | +6.6% | +11.2% | +9.1% |
| 3Y | +206.7% | +91.2% | +115.5% | +65.9% |
| All | +112.3% | +104.7% | +7.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling