-57.5%
ALHC vs URA
+106.9%
-164.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | -10.6% | -10.4% | -0.2% | -8.8% |
| 3M | -45.3% | -29.6% | -15.7% | -41.8% |
| 6M | -59.7% | -40.3% | -19.4% | -56.1% |
| YTD | -62.7% | -25.5% | -37.2% | -61.8% |
| 1Y | -56.1% | -26.4% | -29.7% | -54.9% |
| 3Y | +21.3% | +31.4% | -10.2% | +1.0% |
| 5Y | -66.0% | +28.6% | -94.6% | -73.9% |
| All | -57.5% | +106.9% | -164.4% | -72.5% |
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