+38.7%
UNHG vs SPY
+21.8%
+16.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -6.5% | -2.0% | -4.5% | -4.6% |
| 30D | -8.1% | -1.7% | -6.5% | -6.6% |
| 3M | -13.2% | +4.7% | -17.9% | -18.1% |
| 6M | +69.9% | +12.5% | +57.4% | +42.4% |
| YTD | +13.9% | +11.7% | +2.2% | -4.6% |
| 1Y | -0.1% | +17.5% | -17.6% | -24.9% |
| All | +38.7% | +21.8% | +16.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling