-58.0%
ALHC vs URA
+123.2%
-181.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -2.1% |
| 7D | +3.9% | +4.3% | -0.4% | +3.0% |
| 30D | -3.6% | -11.7% | +8.1% | -1.5% |
| 3M | -49.4% | -23.5% | -25.9% | -47.0% |
| 6M | -59.5% | -37.8% | -21.7% | -56.1% |
| YTD | -63.2% | -19.6% | -43.6% | -62.7% |
| 1Y | -55.5% | -24.8% | -30.7% | -54.4% |
| 3Y | +23.0% | +47.0% | -24.0% | -0.3% |
| 5Y | -65.7% | +35.4% | -101.1% | -74.1% |
| All | -58.0% | +123.2% | -181.2% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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