+137,274.1%
UNH vs HL
+60.3%
+137,213.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +1.1% | +7.1% | -5.9% | +0.8% |
| 30D | -1.5% | +21.4% | -23.0% | -2.4% |
| 3M | -0.8% | +37.4% | -38.3% | -2.4% |
| 6M | +41.8% | +0.4% | +41.4% | +41.1% |
| YTD | +23.1% | +6.7% | +16.4% | +22.0% |
| 1Y | +28.5% | +102.4% | -73.8% | +23.7% |
| 3Y | -11.8% | +417.4% | -429.2% | -19.2% |
| 5Y | +5.3% | +243.3% | -238.0% | -3.0% |
| 10Y | +247.4% | +242.6% | +4.9% | +207.1% |
| All | +137,274.1% | +60.3% | +137,213.8% | +116,258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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