+228.4%
UNH vs HUM
+152.7%
+75.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.6% | -3.7% |
| 7D | -4.5% | +2.1% | -6.6% | -5.7% |
| 30D | -6.5% | +5.4% | -11.9% | -9.4% |
| 3M | -6.0% | +11.4% | -17.4% | -12.4% |
| 6M | +33.7% | +141.5% | -107.8% | -21.9% |
| YTD | +16.4% | +61.2% | -44.8% | -13.9% |
| 1Y | +10.1% | +49.2% | -39.1% | -16.2% |
| 3Y | -16.3% | -9.0% | -7.3% | -18.4% |
| 5Y | +2.1% | +7.2% | -5.1% | -14.0% |
| All | +228.4% | +152.7% | +75.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling