+136,006.1%
UNH vs ES
+1,243.3%
+134,762.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -3.8% | -2.0% | -1.8% | -3.2% |
| 3M | +0.7% | +1.7% | -0.9% | +0.1% |
| 6M | +37.9% | -3.5% | +41.4% | +39.0% |
| YTD | +21.9% | +7.9% | +14.0% | +18.3% |
| 1Y | +31.4% | +17.2% | +14.2% | +23.6% |
| 3Y | -11.4% | +29.3% | -40.7% | -21.3% |
| 5Y | +2.5% | -5.7% | +8.3% | +0.6% |
| 10Y | +242.9% | +85.2% | +157.7% | +166.9% |
| All | +136,006.1% | +1,243.3% | +134,762.8% | +53,672.2% |
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