+239.1%
UMC vs ALHC
-33.0%
+272.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.4% |
| 7D | +11.4% | -5.8% | +17.2% | +11.8% |
| 30D | +16.8% | -3.3% | +20.1% | +17.0% |
| 3M | +19.1% | -37.9% | +57.0% | +22.0% |
| 6M | +137.4% | -29.5% | +166.9% | +139.6% |
| YTD | +186.4% | -35.4% | +221.8% | +189.5% |
| 1Y | +229.1% | -22.4% | +251.5% | +226.6% |
| 3Y | +257.9% | +146.3% | +111.6% | +195.6% |
| 5Y | +137.5% | -32.0% | +169.5% | +113.7% |
| All | +239.1% | -33.0% | +272.1% | +193.9% |
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