+602.2%
UNH vs CNH
+36.9%
+565.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.4% |
| 7D | +2.4% | +6.4% | -4.0% | +0.8% |
| 30D | +7.2% | -1.6% | +8.9% | +7.3% |
| 3M | +0.5% | +11.6% | -11.1% | -2.7% |
| 6M | +3.4% | +12.5% | -9.1% | -0.8% |
| YTD | +25.2% | +31.1% | -5.9% | +15.1% |
| 1Y | +22.7% | +17.0% | +5.7% | +15.7% |
| 3Y | -20.3% | +28.7% | -49.0% | -28.7% |
| 5Y | -3.4% | -17.4% | +14.0% | -6.1% |
| 10Y | +226.8% | +105.0% | +121.9% | +135.5% |
| All | +602.2% | +36.9% | +565.3% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling