+12.0%
UNH vs PATH
-80.4%
+92.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.9% |
| 7D | +0.2% | -2.3% | +2.5% | +0.3% |
| 30D | +6.8% | -4.8% | +11.6% | +7.0% |
| 3M | -0.3% | -17.7% | +17.4% | +0.3% |
| 6M | +7.9% | +18.9% | -11.0% | +6.7% |
| YTD | +25.1% | -21.7% | +46.9% | +25.6% |
| 1Y | +29.3% | -9.6% | +39.0% | +28.8% |
| 3Y | -20.3% | -25.8% | +5.5% | -21.1% |
| 5Y | -3.6% | -77.1% | +73.5% | -6.4% |
| All | +12.0% | -80.4% | +92.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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