+26.3%
UBER vs ALHC
-60.6%
+87.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -3.1% | -9.6% | +6.6% | -2.0% |
| 3M | -8.3% | -44.5% | +36.2% | -2.2% |
| 6M | -9.5% | -59.2% | +49.7% | -1.4% |
| YTD | -15.4% | -62.0% | +46.6% | -7.6% |
| 1Y | -26.1% | -54.8% | +28.7% | -21.6% |
| 3Y | +34.0% | +25.0% | +9.0% | +9.3% |
| 5Y | +53.2% | -65.3% | +118.5% | +46.7% |
| All | +26.3% | -60.6% | +87.0% | +14.6% |
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