-65.3%
ALHC vs URA
+28.3%
-93.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.7% |
| 7D | -0.8% | +4.5% | -5.2% | -1.9% |
| 30D | -9.6% | -13.4% | +3.8% | -7.0% |
| 3M | -44.5% | -28.4% | -16.1% | -40.8% |
| 6M | -59.2% | -40.5% | -18.7% | -54.9% |
| YTD | -62.0% | -24.3% | -37.8% | -61.1% |
| 1Y | -54.8% | -28.8% | -26.0% | -53.2% |
| 3Y | +25.0% | +37.6% | -12.6% | -3.2% |
| 5Y | -65.3% | +30.7% | -96.0% | -76.1% |
| All | -65.3% | +28.3% | -93.6% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling