+135,813.2%
UNH vs ES
+1,235.9%
+134,577.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | -3.2% | +1.9% | -5.0% | -3.8% |
| 30D | +4.8% | +7.1% | -2.2% | +2.4% |
| 3M | -1.8% | -1.9% | +0.1% | -1.4% |
| 6M | +8.6% | +4.4% | +4.2% | +6.8% |
| YTD | +21.8% | +7.3% | +14.4% | +18.2% |
| 1Y | +25.8% | +2.1% | +23.7% | +23.7% |
| 3Y | -21.3% | +41.8% | -63.2% | -32.1% |
| 5Y | -5.3% | +1.4% | -6.8% | -9.5% |
| 10Y | +238.1% | +86.8% | +151.3% | +162.2% |
| All | +135,813.2% | +1,235.9% | +134,577.2% | +53,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling