+228.4%
UNH vs HBM
+619.2%
-390.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.5% | -3.3% | -1.3% | -4.3% |
| 30D | -6.5% | -4.8% | -1.7% | -6.2% |
| 3M | -6.0% | -0.4% | -5.6% | -6.4% |
| 6M | +33.7% | +17.9% | +15.8% | +30.0% |
| YTD | +16.4% | +33.7% | -17.3% | +11.3% |
| 1Y | +10.1% | +95.6% | -85.5% | +1.2% |
| 3Y | -16.3% | +458.1% | -474.4% | -32.8% |
| 5Y | +2.1% | +329.0% | -326.9% | -18.3% |
| All | +228.4% | +619.2% | -390.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling