-3.6%
UNH vs BAH
+8.7%
-12.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | +6.5% | +18.0% | -11.6% | +4.1% |
| 3M | +0.8% | +11.4% | -10.6% | -0.8% |
| 6M | +6.1% | +17.7% | -11.6% | +3.3% |
| YTD | +24.5% | +5.4% | +19.1% | +23.0% |
| 1Y | +26.3% | +2.8% | +23.6% | +25.2% |
| 3Y | -20.7% | -26.7% | +5.9% | -20.6% |
| 5Y | -3.6% | +8.1% | -11.6% | -14.7% |
| All | -3.6% | +8.7% | -12.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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