+28.0%
UBER vs ALHC
-59.7%
+87.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.3% |
| 7D | +5.2% | +3.8% | +1.4% | +4.6% |
| 30D | -2.0% | +1.7% | -3.7% | -2.5% |
| 3M | -10.2% | -44.3% | +34.1% | -4.4% |
| 6M | -7.2% | -57.2% | +50.1% | +0.4% |
| YTD | -14.3% | -61.2% | +46.9% | -6.7% |
| 1Y | -25.6% | -53.2% | +27.6% | -21.3% |
| 3Y | +35.8% | +27.8% | +8.0% | +10.5% |
| 5Y | +61.5% | -65.4% | +126.9% | +54.6% |
| All | +28.0% | -59.7% | +87.8% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling