+116.5%
UAL vs ALHC
-66.2%
+182.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | +10.5% | -10.6% | +21.0% | +11.7% |
| 3M | -13.5% | -45.3% | +31.8% | -8.3% |
| 6M | +14.2% | -59.7% | +73.9% | +23.7% |
| YTD | -2.2% | -62.7% | +60.5% | +6.4% |
| 1Y | +12.5% | -56.1% | +68.6% | +20.1% |
| 3Y | +186.8% | +21.3% | +165.6% | +151.9% |
| All | +116.5% | -66.2% | +182.8% | +138.1% |
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