-57.6%
ALHC vs URA
+110.2%
-167.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.7% |
| 7D | +1.0% | -4.1% | +5.1% | +1.8% |
| 30D | -14.2% | -19.0% | +4.9% | -10.8% |
| 3M | -45.1% | -25.1% | -20.0% | -42.3% |
| 6M | -59.5% | -44.5% | -15.0% | -55.2% |
| YTD | -62.8% | -24.3% | -38.5% | -61.9% |
| 1Y | -55.5% | -28.1% | -27.4% | -54.0% |
| 3Y | +25.7% | +40.7% | -15.0% | +2.5% |
| 5Y | -66.8% | +35.5% | -102.2% | -74.6% |
| All | -57.6% | +110.2% | -167.8% | -72.6% |
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