+234.4%
UNH vs HWM
+1,494.1%
-1,259.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | -3.8% | -11.0% | +7.2% | -1.7% |
| 3M | +0.7% | +4.0% | -3.3% | -0.4% |
| 6M | +37.9% | -0.2% | +38.1% | +36.9% |
| YTD | +21.9% | +26.7% | -4.7% | +15.4% |
| 1Y | +31.4% | +44.7% | -13.3% | +20.8% |
| 3Y | -11.4% | +426.1% | -437.5% | -39.8% |
| 5Y | +2.5% | +738.5% | -736.0% | -38.2% |
| All | +234.4% | +1,494.1% | -1,259.7% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling