+228.0%
UNH vs USB
+92.8%
+135.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +4.8% | +5.8% | -1.0% | +3.0% |
| 3M | -1.8% | -6.0% | +4.1% | -0.1% |
| 6M | +8.6% | +7.8% | +0.8% | +5.9% |
| YTD | +21.8% | +14.6% | +7.2% | +16.2% |
| 1Y | +25.8% | +31.8% | -5.9% | +15.0% |
| 3Y | -21.3% | +91.5% | -112.8% | -37.5% |
| 5Y | -5.3% | +22.0% | -27.4% | -14.1% |
| All | +228.0% | +92.8% | +135.2% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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