-31.2%
ALHC vs URA
+128.0%
-159.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -1.0% | +7.4% | -8.4% | -2.5% |
| 3M | -10.2% | -8.4% | -1.8% | -9.3% |
| 6M | -28.3% | -12.7% | -15.6% | -27.5% |
| YTD | -31.4% | +7.8% | -39.2% | -34.2% |
| 1Y | -16.9% | +19.5% | -36.4% | -23.0% |
| 3Y | +135.5% | +116.4% | +19.1% | +73.9% |
| All | -31.2% | +128.0% | -159.2% | -51.9% |
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 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