+4.6%
UNH vs HPE
+333.5%
-329.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | -1.0% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -3.5% | +1.5% | -5.0% | -3.6% |
| 3M | -4.2% | +21.7% | -25.9% | -5.1% |
| 6M | +38.3% | +164.2% | -125.9% | +30.7% |
| YTD | +19.2% | +132.1% | -112.8% | +13.3% |
| 1Y | +15.0% | +130.6% | -115.7% | +9.2% |
| 3Y | -14.5% | +244.1% | -258.6% | -22.0% |
| 5Y | +4.6% | +340.8% | -336.2% | -9.7% |
| All | +4.6% | +333.5% | -329.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling