-53.2%
ALHC vs URA
-30.3%
-22.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +4.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | +1.7% | -14.8% | +16.4% | +2.7% |
| 3M | -44.3% | -25.3% | -19.0% | -43.3% |
| 6M | -57.2% | -39.9% | -17.3% | -55.6% |
| YTD | -61.2% | -22.4% | -38.7% | -61.8% |
| 1Y | -53.2% | -29.0% | -24.2% | -52.8% |
| All | -53.2% | -30.3% | -22.9% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling