+253.0%
UMC vs ALHC
+141.7%
+111.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.0% |
| 7D | +6.6% | -1.0% | +7.6% | +6.6% |
| 30D | +16.6% | -6.3% | +22.9% | +16.4% |
| 3M | +11.0% | -12.3% | +23.3% | +10.6% |
| 6M | +131.3% | -27.0% | +158.3% | +130.7% |
| YTD | +182.5% | -31.8% | +214.3% | +180.8% |
| 1Y | +222.3% | -17.0% | +239.3% | +218.5% |
| 3Y | +253.0% | +159.8% | +93.2% | +231.1% |
| All | +253.0% | +141.7% | +111.4% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling