+290.4%
UMAC vs ALHC
+14.7%
+275.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.0% |
| 7D | +10.1% | -0.8% | +10.9% | +10.2% |
| 30D | -39.1% | -9.6% | -29.5% | -37.9% |
| 3M | -56.2% | -44.5% | -11.7% | -51.0% |
| 6M | -16.2% | -59.2% | +43.0% | -2.7% |
| YTD | -7.1% | -62.0% | +54.9% | +8.4% |
| 1Y | +10.3% | -54.8% | +65.1% | +20.9% |
| All | +290.4% | +14.7% | +275.8% | +182.8% |
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