+1,700.9%
UNH vs HBM
+654.4%
+1,046.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.4% |
| 7D | +1.1% | +7.4% | -6.2% | +0.5% |
| 30D | -1.5% | +5.1% | -6.6% | -2.1% |
| 3M | -0.8% | +11.1% | -12.0% | -2.2% |
| 6M | +41.8% | +30.2% | +11.6% | +36.9% |
| YTD | +23.1% | +46.2% | -23.1% | +17.1% |
| 1Y | +28.5% | +120.0% | -91.5% | +17.4% |
| 3Y | -11.8% | +527.4% | -539.2% | -28.8% |
| 5Y | +5.3% | +400.4% | -395.0% | -15.7% |
| 10Y | +247.4% | +621.5% | -374.1% | +140.5% |
| All | +1,700.9% | +654.4% | +1,046.5% | +1,105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling