+24.7%
UAL vs ALHC
-53.4%
+78.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +2.3% | -5.5% | +7.8% | +2.9% |
| 30D | +13.3% | -4.9% | +18.3% | +13.8% |
| 3M | -6.3% | -41.7% | +35.5% | -0.9% |
| 6M | +22.5% | -55.2% | +77.7% | +31.6% |
| YTD | +5.9% | -61.1% | +66.9% | +15.6% |
| 1Y | +24.7% | -53.3% | +78.0% | +24.3% |
| All | +24.7% | -53.4% | +78.0% | +24.3% |
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