+16.0%
UNH vs HWM
+30.4%
-14.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.7% | -8.0% | +6.4% | -1.3% |
| 30D | -3.8% | -18.0% | +14.2% | -3.0% |
| 3M | -4.3% | -9.5% | +5.2% | -4.0% |
| 6M | +38.6% | -8.4% | +47.0% | +38.5% |
| YTD | +20.7% | +13.6% | +7.0% | +17.7% |
| 1Y | +16.0% | +30.2% | -14.2% | +14.8% |
| All | +16.0% | +30.4% | -14.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling