+216.1%
UNH vs ES
+98.2%
+117.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +3.4% | +2.7% | +0.7% | +2.4% |
| 30D | +3.0% | +7.6% | -4.6% | +0.2% |
| 3M | +2.7% | +0.5% | +2.2% | +2.4% |
| 6M | +2.8% | +7.6% | -4.8% | -0.2% |
| YTD | +25.9% | +10.2% | +15.7% | +20.6% |
| 1Y | +25.8% | +1.8% | +24.0% | +23.6% |
| 3Y | -20.0% | +55.4% | -75.4% | -35.4% |
| 5Y | -2.8% | +7.3% | -10.1% | -8.9% |
| All | +216.1% | +98.2% | +117.8% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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