+228.4%
UNH vs CHD
+126.1%
+102.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | -4.5% | -0.1% | -3.3% |
| 30D | -6.5% | -6.7% | +0.2% | -4.7% |
| 3M | -6.0% | -2.7% | -3.3% | -5.4% |
| 6M | +33.7% | -4.9% | +38.6% | +35.1% |
| YTD | +16.4% | +13.3% | +3.0% | +11.1% |
| 1Y | +10.1% | +1.0% | +9.1% | +8.7% |
| 3Y | -16.3% | +1.3% | -17.6% | -18.5% |
| 5Y | +2.1% | +20.8% | -18.7% | -7.5% |
| All | +228.4% | +126.1% | +102.3% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling