+127.9%
UAL vs ALHC
-62.5%
+190.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.7% | +6.9% |
| 7D | +10.2% | +3.9% | +6.3% | +9.8% |
| 30D | +12.0% | -3.6% | +15.7% | +12.3% |
| 3M | -7.1% | -49.4% | +42.3% | -0.7% |
| 6M | +20.9% | -59.5% | +80.3% | +30.8% |
| YTD | +7.7% | -63.2% | +70.8% | +17.3% |
| 1Y | +23.6% | -55.5% | +79.0% | +31.7% |
| 3Y | +222.6% | +23.0% | +199.5% | +182.4% |
| 5Y | +127.9% | -65.7% | +193.7% | +139.9% |
| All | +127.9% | -62.5% | +190.5% | +139.9% |
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