+296.7%
UNH vs HPE
+595.7%
-299.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.3% |
| 7D | +1.1% | +10.1% | -9.0% | -0.5% |
| 30D | -1.5% | +5.3% | -6.8% | -2.5% |
| 3M | -0.8% | +12.7% | -13.5% | -3.4% |
| 6M | +41.8% | +167.7% | -125.8% | +16.9% |
| YTD | +23.1% | +135.5% | -112.4% | +3.5% |
| 1Y | +28.5% | +143.4% | -114.9% | +7.1% |
| 3Y | -11.8% | +249.2% | -260.9% | -34.7% |
| 5Y | +5.3% | +343.8% | -338.5% | -28.9% |
| 10Y | +247.4% | +495.9% | -248.4% | +105.3% |
| All | +296.7% | +595.7% | -299.0% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling