+5.3%
UNH vs CNH
+7.1%
-1.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.6% |
| 7D | +1.1% | +8.8% | -7.7% | 0.0% |
| 30D | -1.5% | +24.7% | -26.2% | -4.4% |
| 3M | -0.8% | +27.3% | -28.2% | -4.2% |
| 6M | +41.8% | +23.2% | +18.7% | +37.2% |
| YTD | +23.1% | +48.9% | -25.9% | +15.7% |
| 1Y | +28.5% | +19.4% | +9.1% | +24.3% |
| 3Y | -11.8% | +7.8% | -19.5% | -14.2% |
| 5Y | +5.3% | +8.7% | -3.4% | -0.8% |
| All | +5.3% | +7.1% | -1.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling