+228.4%
UNH vs HIG
+313.7%
-85.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -6.5% | -0.4% | -6.2% | -6.4% |
| 3M | -6.0% | +6.7% | -12.7% | -8.1% |
| 6M | +33.7% | +2.0% | +31.7% | +32.4% |
| YTD | +16.4% | +0.3% | +16.1% | +15.8% |
| 1Y | +10.1% | +4.2% | +5.9% | +8.0% |
| 3Y | -16.3% | +102.2% | -118.5% | -35.6% |
| 5Y | +2.1% | +118.5% | -116.4% | -24.6% |
| All | +228.4% | +313.7% | -85.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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