+25.7%
ALHC vs URA
+36.0%
-10.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.2% |
| 30D | -14.2% | -19.0% | +4.9% | -13.5% |
| 3M | -45.1% | -25.1% | -20.0% | -44.5% |
| 6M | -59.5% | -44.5% | -15.0% | -58.6% |
| YTD | -62.8% | -24.3% | -38.5% | -62.5% |
| 1Y | -55.5% | -28.1% | -27.4% | -55.1% |
| 3Y | +25.7% | +40.7% | -15.0% | +23.9% |
| All | +25.7% | +36.0% | -10.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling