-14.8%
UNH vs USAR
+58.5%
-73.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -1.1% |
| 7D | -3.2% | -9.3% | +6.2% | -3.0% |
| 30D | -3.5% | -15.2% | +11.7% | -3.3% |
| 3M | -4.2% | -21.1% | +16.9% | -4.0% |
| 6M | +38.3% | -21.6% | +59.9% | +38.1% |
| YTD | +19.2% | +34.8% | -15.6% | +17.7% |
| 1Y | +15.0% | +15.6% | -0.7% | +13.6% |
| 3Y | -14.5% | +57.7% | -72.2% | -15.7% |
| All | -14.8% | +58.5% | -73.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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