-11.8%
UNH vs ES
+33.1%
-44.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -1.5% | -1.2% | -0.4% | -1.4% |
| 3M | -0.8% | +5.0% | -5.8% | -1.5% |
| 6M | +41.8% | -2.8% | +44.6% | +42.2% |
| YTD | +23.1% | +8.6% | +14.5% | +21.6% |
| 1Y | +28.5% | +18.9% | +9.6% | +25.7% |
| 3Y | -11.8% | +32.1% | -43.9% | -14.8% |
| All | -11.8% | +33.1% | -44.9% | -14.8% |
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