+228.4%
UNH vs HCA
+511.6%
-283.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.8% |
| 7D | -4.5% | +5.4% | -10.0% | -6.0% |
| 30D | -6.5% | +3.0% | -9.5% | -7.4% |
| 3M | -6.0% | +13.0% | -19.0% | -9.7% |
| 6M | +33.7% | -20.3% | +53.9% | +41.6% |
| YTD | +16.4% | -8.2% | +24.6% | +17.3% |
| 1Y | +10.1% | +6.7% | +3.4% | +5.6% |
| 3Y | -16.3% | +60.4% | -76.7% | -32.1% |
| 5Y | +2.1% | +73.4% | -71.3% | -22.3% |
| All | +228.4% | +511.6% | -283.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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