+139,595.8%
UNH vs ES
+1,231.7%
+138,364.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | +6.8% | +5.9% | +0.9% | +4.7% |
| 3M | -0.3% | -1.0% | +0.8% | -0.1% |
| 6M | +7.9% | +7.2% | +0.7% | +5.2% |
| YTD | +25.1% | +7.0% | +18.2% | +21.6% |
| 1Y | +29.3% | +0.5% | +28.9% | +27.8% |
| 3Y | -20.3% | +48.7% | -68.9% | -32.3% |
| 5Y | -3.6% | +1.9% | -5.5% | -8.0% |
| 10Y | +227.5% | +89.2% | +138.3% | +153.0% |
| All | +139,595.8% | +1,231.7% | +138,364.1% | +55,163.3% |
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