+78.0%
UMC vs ALHC
-63.9%
+141.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.7% |
| 7D | -8.3% | +3.8% | -12.1% | -8.4% |
| 30D | -34.5% | +1.7% | -36.2% | -34.5% |
| 3M | -20.0% | -44.3% | +24.4% | -17.6% |
| 6M | -0.7% | -57.2% | +56.5% | +2.7% |
| YTD | +94.7% | -61.2% | +155.9% | +101.6% |
| 1Y | +106.0% | -53.2% | +159.2% | +109.2% |
| 3Y | +124.3% | +27.8% | +96.4% | +92.7% |
| 5Y | +78.0% | -65.4% | +143.4% | +76.9% |
| All | +78.0% | -63.9% | +141.8% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling