+572.0%
UNH vs HLT
+641.9%
-70.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.5% |
| 30D | -3.5% | -2.6% | -0.8% | -2.8% |
| 3M | -4.2% | -9.4% | +5.3% | -1.7% |
| 6M | +38.3% | +2.7% | +35.6% | +36.4% |
| YTD | +19.2% | +6.8% | +12.5% | +16.0% |
| 1Y | +15.0% | +12.4% | +2.6% | +10.1% |
| 3Y | -14.5% | +100.2% | -114.7% | -32.7% |
| 5Y | +4.6% | +143.7% | -139.2% | -25.4% |
| 10Y | +241.1% | +584.9% | -343.7% | +61.1% |
| All | +572.0% | +641.9% | -70.0% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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