-55.6%
ALHC vs URA
+118.6%
-174.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -5.5% | +2.9% | -8.4% | -6.1% |
| 30D | -4.9% | -10.8% | +5.9% | -3.0% |
| 3M | -41.7% | -25.5% | -16.2% | -38.7% |
| 6M | -55.2% | -41.2% | -14.0% | -50.9% |
| YTD | -61.1% | -21.3% | -39.8% | -60.4% |
| 1Y | -53.3% | -25.7% | -27.6% | -52.1% |
| 3Y | +28.2% | +43.1% | -14.9% | +4.5% |
| 5Y | -65.8% | +35.6% | -101.4% | -74.0% |
| All | -55.6% | +118.6% | -174.2% | -71.6% |
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