-6.7%
UNH vs ES
+1.4%
-8.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -3.2% | +1.9% | -5.0% | -3.6% |
| 30D | +4.8% | +7.1% | -2.2% | +3.2% |
| 3M | -1.8% | -1.9% | +0.1% | -1.5% |
| 6M | +8.6% | +4.4% | +4.2% | +7.4% |
| YTD | +21.8% | +7.3% | +14.4% | +19.5% |
| 1Y | +25.8% | +2.1% | +23.7% | +24.5% |
| 3Y | -21.3% | +41.8% | -63.2% | -28.7% |
| All | -6.7% | +1.4% | -8.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling