+228.4%
UNH vs DHR
+209.4%
+18.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -3.6% | -0.9% | -3.2% |
| 30D | -6.5% | -2.7% | -3.8% | -5.8% |
| 3M | -6.0% | +10.9% | -16.9% | -10.7% |
| 6M | +33.7% | +3.0% | +30.6% | +30.2% |
| YTD | +16.4% | -12.2% | +28.6% | +20.7% |
| 1Y | +10.1% | +3.3% | +6.8% | +6.1% |
| 3Y | -16.3% | -8.2% | -8.1% | -18.2% |
| 5Y | +2.1% | -29.9% | +32.0% | +11.7% |
| All | +228.4% | +209.4% | +18.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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