+5.0%
UAL vs ALHC
-16.6%
+21.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -16.1% | -1.0% | -15.1% | -16.0% |
| 3M | +6.1% | -10.2% | +16.3% | +5.0% |
| 6M | +10.8% | -28.3% | +39.1% | +12.3% |
| YTD | -0.4% | -31.4% | +31.0% | +2.6% |
| 1Y | +5.0% | -16.9% | +22.0% | +2.7% |
| All | +5.0% | -16.6% | +21.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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