-20.9%
UNH vs HD
+31.8%
-52.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +6.5% | +20.9% | -14.4% | +3.5% |
| 3M | +0.8% | -0.2% | +1.0% | +0.7% |
| 6M | +6.1% | +14.5% | -8.4% | +3.6% |
| YTD | +24.5% | +4.3% | +20.2% | +23.5% |
| 1Y | +26.3% | -3.5% | +29.8% | +26.9% |
| All | -20.9% | +31.8% | -52.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 3y: compounded portfolio wealth divided by compounded HD 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…
3y analysis · Full analysis span regression · 6 months rolling