+6,231.7%
UNH vs HIG
+987.6%
+5,244.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -3.8% | -2.8% | -1.0% | -3.3% |
| 3M | -4.3% | +6.3% | -10.6% | -5.5% |
| 6M | +38.6% | -0.1% | +38.7% | +38.4% |
| YTD | +20.7% | +0.4% | +20.2% | +20.3% |
| 1Y | +16.0% | +6.2% | +9.8% | +14.3% |
| 3Y | -13.5% | +101.6% | -115.1% | -25.3% |
| 5Y | +3.5% | +119.8% | -116.3% | -12.7% |
| 10Y | +245.3% | +311.7% | -66.4% | +151.2% |
| All | +6,231.7% | +987.6% | +5,244.0% | +1,895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling