+156.3%
UMAC vs ALHC
-16.6%
+172.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -7.7% | -1.0% | -6.6% | -7.6% |
| 3M | -26.4% | -10.2% | -16.3% | -26.4% |
| 6M | +61.9% | -28.3% | +90.1% | +63.9% |
| YTD | +86.5% | -31.4% | +117.9% | +87.4% |
| 1Y | +156.3% | -16.9% | +173.2% | +120.2% |
| All | +156.3% | -16.6% | +172.9% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling