+141.6%
UMC vs ALHC
-60.6%
+202.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.9% |
| 7D | +17.8% | -0.8% | +18.6% | +17.8% |
| 30D | -29.6% | -9.6% | -20.0% | -29.2% |
| 3M | -18.4% | -44.5% | +26.1% | -16.0% |
| 6M | -0.1% | -59.2% | +59.1% | +3.8% |
| YTD | +104.0% | -62.0% | +166.1% | +111.7% |
| 1Y | +121.5% | -54.8% | +176.3% | +125.9% |
| 3Y | +135.0% | +25.0% | +110.0% | +105.1% |
| 5Y | +83.0% | -65.3% | +148.3% | +71.1% |
| All | +141.6% | -60.6% | +202.2% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling