+109.4%
UNH vs HUT
+221.4%
-112.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | +3.4% | +9.3% | -6.0% | +3.2% |
| 30D | +3.0% | -23.1% | +26.1% | +3.4% |
| 3M | +2.7% | -30.6% | +33.3% | +3.2% |
| 6M | +2.8% | -46.9% | +49.6% | +3.6% |
| YTD | +25.9% | +25.3% | +0.6% | +23.7% |
| 1Y | +25.8% | +59.8% | -34.0% | +22.6% |
| 3Y | -20.0% | +467.2% | -487.2% | -26.4% |
| 5Y | -2.8% | -24.6% | +21.8% | -8.6% |
| All | +109.4% | +221.4% | -112.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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