-16.3%
UNH vs HPE
+284.9%
-301.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -2.3% |
| 7D | -4.5% | +19.4% | -23.9% | -4.5% |
| 30D | -6.5% | +5.6% | -12.1% | -6.5% |
| 3M | -6.0% | +33.1% | -39.0% | -5.8% |
| 6M | +33.7% | +192.5% | -158.8% | +33.6% |
| YTD | +16.4% | +160.9% | -144.5% | +16.2% |
| 1Y | +10.1% | +155.0% | -144.9% | +9.8% |
| 3Y | -16.3% | +289.4% | -305.7% | -13.4% |
| All | -16.3% | +284.9% | -301.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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