-20.9%
UNH vs CNH
+35.8%
-56.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -1.6% | +6.7% | -8.2% | -2.2% |
| 30D | +6.5% | +7.2% | -0.8% | +5.7% |
| 3M | +0.8% | +17.5% | -16.7% | -1.1% |
| 6M | +6.1% | +15.0% | -8.9% | +4.0% |
| YTD | +24.5% | +36.8% | -12.3% | +19.1% |
| 1Y | +26.3% | +27.6% | -1.3% | +21.8% |
| All | -20.9% | +35.8% | -56.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling