+15.0%
UNH vs XLB
+14.3%
+0.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -3.2% | -3.5% | +0.4% | -1.7% |
| 30D | -3.5% | -4.7% | +1.2% | -1.6% |
| 3M | -4.2% | +2.7% | -6.9% | -5.3% |
| 6M | +38.3% | +2.6% | +35.7% | +35.5% |
| YTD | +19.2% | +12.8% | +6.4% | +5.3% |
| 1Y | +15.0% | +14.0% | +1.0% | -0.1% |
| All | +15.0% | +14.3% | +0.7% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling