+93.7%
UNH vs HUT
+450.5%
-356.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -2.6% |
| 7D | -4.5% | +5.4% | -9.9% | -4.7% |
| 30D | -6.5% | +8.6% | -15.2% | -6.8% |
| 3M | -6.0% | -15.2% | +9.2% | -5.9% |
| 6M | +33.7% | +92.9% | -59.2% | +30.8% |
| YTD | +16.4% | +114.6% | -98.2% | +13.3% |
| 1Y | +10.1% | +208.5% | -198.4% | +5.8% |
| 3Y | -16.3% | +821.5% | -837.8% | -23.7% |
| 5Y | +2.1% | +101.8% | -99.7% | -6.1% |
| All | +93.7% | +450.5% | -356.9% | +56.8% |
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