+1,381.8%
UNH vs BAH
+1,076.0%
+305.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +3.0% | +20.8% | -17.8% | -1.6% |
| 3M | +2.7% | +11.6% | -8.8% | -0.3% |
| 6M | +2.8% | +23.1% | -20.3% | -3.2% |
| YTD | +25.9% | +5.3% | +20.6% | +22.3% |
| 1Y | +25.8% | +6.1% | +19.7% | +21.8% |
| 3Y | -20.0% | -27.5% | +7.5% | -18.1% |
| 5Y | -2.8% | +6.2% | -9.0% | -12.3% |
| 10Y | +228.7% | +202.2% | +26.5% | +125.2% |
| All | +1,381.8% | +1,076.0% | +305.8% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling