+19.8%
UL vs ALHC
-31.6%
+51.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | -3.2% | -4.1% | +0.9% | -3.1% |
| 30D | -0.6% | -5.4% | +4.9% | -0.4% |
| 3M | +9.4% | -32.1% | +41.6% | +10.6% |
| 6M | -4.1% | -28.5% | +24.4% | -3.5% |
| YTD | -2.0% | -34.0% | +32.0% | -1.2% |
| 1Y | -9.0% | -20.9% | +12.0% | -8.9% |
| 3Y | +21.8% | +151.5% | -129.7% | +15.1% |
| 5Y | +20.6% | -28.8% | +49.4% | +13.6% |
| All | +19.8% | -31.6% | +51.4% | +12.5% |
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