+1,335.4%
UNH vs BAH
+886.2%
+449.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | -3.8% | +2.0% | -5.8% | -4.4% |
| 3M | +0.7% | -7.6% | +8.4% | +2.1% |
| 6M | +37.9% | -5.7% | +43.5% | +38.3% |
| YTD | +21.9% | -11.7% | +33.7% | +23.9% |
| 1Y | +31.4% | -27.4% | +58.7% | +39.5% |
| 3Y | -11.4% | -32.5% | +21.1% | -8.1% |
| 5Y | +2.5% | -3.3% | +5.9% | -5.7% |
| 10Y | +242.9% | +186.0% | +56.9% | +138.8% |
| All | +1,335.4% | +886.2% | +449.2% | +600.8% |
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