+228.4%
UNH vs CNH
+158.6%
+69.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -4.5% | -5.7% | +1.1% | -3.3% |
| 30D | -6.5% | +26.6% | -33.1% | -11.8% |
| 3M | -6.0% | +31.1% | -37.1% | -12.4% |
| 6M | +33.7% | +24.9% | +8.8% | +24.9% |
| YTD | +16.4% | +48.7% | -32.3% | +3.9% |
| 1Y | +10.1% | +22.2% | -12.1% | +2.9% |
| 3Y | -16.3% | +7.4% | -23.7% | -21.4% |
| 5Y | +2.1% | +10.8% | -8.7% | -8.6% |
| All | +228.4% | +158.6% | +69.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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