+228.4%
UNH vs SHEL
+214.0%
+14.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -4.5% | +4.1% | -8.7% | -5.5% |
| 30D | -6.5% | +8.4% | -14.9% | -8.4% |
| 3M | -6.0% | +13.7% | -19.7% | -9.1% |
| 6M | +33.7% | +12.7% | +21.0% | +29.3% |
| YTD | +16.4% | +35.3% | -18.9% | +7.2% |
| 1Y | +10.1% | +39.4% | -29.3% | +0.5% |
| 3Y | -16.3% | +71.5% | -87.8% | -28.8% |
| 5Y | +2.1% | +195.0% | -192.9% | -28.1% |
| All | +228.4% | +214.0% | +14.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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