+4.6%
UNH vs CHD
+19.7%
-15.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -3.2% | -4.7% | +1.6% | -2.1% |
| 30D | -3.5% | -8.3% | +4.9% | -1.6% |
| 3M | -4.2% | -4.0% | -0.1% | -3.4% |
| 6M | +38.3% | -6.5% | +44.8% | +40.1% |
| YTD | +19.2% | +13.1% | +6.1% | +14.6% |
| 1Y | +15.0% | +2.3% | +12.6% | +13.4% |
| 3Y | -14.5% | +1.8% | -16.3% | -16.7% |
| 5Y | +4.6% | +20.6% | -16.0% | -7.5% |
| All | +4.6% | +19.7% | -15.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling