+228.4%
UNH vs CRH
+253.3%
-24.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -4.5% | -6.1% | +1.5% | -3.0% |
| 30D | -6.5% | -9.3% | +2.7% | -4.2% |
| 3M | -6.0% | -15.2% | +9.2% | -2.2% |
| 6M | +33.7% | -14.2% | +47.9% | +37.8% |
| YTD | +16.4% | -28.3% | +44.6% | +25.5% |
| 1Y | +10.1% | -21.8% | +31.9% | +15.6% |
| 3Y | -16.3% | +71.6% | -87.9% | -33.3% |
| 5Y | +2.1% | +96.6% | -94.5% | -24.4% |
| All | +228.4% | +253.3% | -24.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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