+236.3%
UNH vs XLB
+162.9%
+73.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -3.2% | -3.5% | +0.4% | -1.1% |
| 30D | -3.5% | -4.7% | +1.2% | -0.8% |
| 3M | -4.2% | +2.7% | -6.9% | -5.9% |
| 6M | +38.3% | +2.6% | +35.7% | +35.2% |
| YTD | +19.2% | +12.8% | +6.4% | +9.8% |
| 1Y | +15.0% | +14.0% | +1.0% | +5.3% |
| 3Y | -14.5% | +31.5% | -46.0% | -29.6% |
| 5Y | +4.6% | +33.4% | -28.8% | -16.6% |
| All | +236.3% | +162.9% | +73.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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