+829.0%
UNH vs HYG
+151.7%
+677.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -4.5% | -0.7% | -3.8% | -3.7% |
| 30D | -6.5% | -0.7% | -5.8% | -5.7% |
| 3M | -6.0% | -0.2% | -5.8% | -5.8% |
| 6M | +33.7% | +1.4% | +32.2% | +31.3% |
| YTD | +16.4% | +1.5% | +14.9% | +14.4% |
| 1Y | +10.1% | +2.9% | +7.2% | +6.4% |
| 3Y | -16.3% | +25.6% | -42.0% | -37.3% |
| 5Y | +2.1% | +18.6% | -16.5% | -18.3% |
| 10Y | +233.1% | +55.7% | +177.3% | +94.2% |
| All | +829.0% | +151.7% | +677.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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