+112.3%
UAL vs ALHC
-64.2%
+176.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.4% |
| 7D | +8.2% | +1.0% | +7.2% | +8.0% |
| 30D | +2.3% | -14.2% | +16.5% | +3.7% |
| 3M | -12.7% | -45.1% | +32.5% | -7.5% |
| 6M | +12.7% | -59.5% | +72.2% | +21.9% |
| YTD | +0.8% | -62.8% | +63.7% | +9.7% |
| 1Y | +17.8% | -55.5% | +73.3% | +25.5% |
| 3Y | +206.7% | +25.7% | +181.0% | +168.1% |
| All | +112.3% | -64.2% | +176.5% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling