+200.6%
UAL vs ALHC
+25.6%
+175.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.1% | +2.6% | -4.1% |
| 7D | +5.0% | -6.2% | +11.2% | +5.4% |
| 30D | -1.2% | -9.7% | +8.4% | -0.7% |
| 3M | -16.8% | -44.7% | +28.0% | -13.8% |
| 6M | +18.0% | -58.7% | +76.6% | +23.6% |
| YTD | -1.2% | -61.7% | +60.5% | +3.9% |
| 1Y | +14.3% | -55.7% | +70.0% | +19.4% |
| All | +200.6% | +25.6% | +175.0% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling