+109.6%
UAL vs ALHC
-62.4%
+172.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.1% | +2.6% | -3.8% |
| 7D | +5.0% | -6.2% | +11.2% | +5.7% |
| 30D | -1.2% | -9.7% | +8.4% | -0.4% |
| 3M | -16.8% | -44.7% | +28.0% | -12.0% |
| 6M | +18.0% | -58.7% | +76.6% | +27.2% |
| YTD | -1.2% | -61.7% | +60.5% | +7.1% |
| 1Y | +14.3% | -55.7% | +70.0% | +21.8% |
| 3Y | +194.6% | +25.6% | +169.0% | +158.7% |
| 5Y | +109.6% | -65.8% | +175.4% | +106.4% |
| All | +109.6% | -62.4% | +172.1% | +106.4% |
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