+136.1%
UMC vs ALHC
-61.4%
+197.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.2% |
| 7D | +11.2% | +0.3% | +10.9% | +11.2% |
| 30D | -28.0% | -10.6% | -17.5% | -27.6% |
| 3M | -20.5% | -45.3% | +24.8% | -18.1% |
| 6M | -1.6% | -59.7% | +58.2% | +2.3% |
| YTD | +99.4% | -62.7% | +162.1% | +107.1% |
| 1Y | +120.4% | -56.1% | +176.5% | +125.2% |
| 3Y | +134.2% | +21.3% | +113.0% | +104.9% |
| 5Y | +78.8% | -66.0% | +144.8% | +67.4% |
| All | +136.1% | -61.4% | +197.4% | +110.2% |
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 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