-21.3%
UNH vs ES
+46.3%
-67.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -3.2% | +1.9% | -5.0% | -3.5% |
| 30D | +4.8% | +7.1% | -2.2% | +3.7% |
| 3M | -1.8% | -1.9% | +0.1% | -1.6% |
| 6M | +8.6% | +4.4% | +4.2% | +7.8% |
| YTD | +21.8% | +7.3% | +14.4% | +20.3% |
| 1Y | +25.8% | +2.1% | +23.7% | +25.0% |
| 3Y | -21.3% | +41.8% | -63.2% | -22.6% |
| All | -21.3% | +46.3% | -67.6% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling