+14.4%
UNH vs ALHC
-31.6%
+46.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | -1.7% | -4.1% | +2.5% | -1.1% |
| 30D | -3.8% | -5.4% | +1.6% | -3.1% |
| 3M | -4.3% | -32.1% | +27.9% | +0.1% |
| 6M | +38.6% | -28.5% | +67.1% | +42.7% |
| YTD | +20.7% | -34.0% | +54.7% | +26.1% |
| 1Y | +16.0% | -20.9% | +36.9% | +18.4% |
| 3Y | -13.5% | +151.5% | -165.0% | -21.9% |
| 5Y | +3.5% | -28.8% | +32.3% | -4.1% |
| All | +14.4% | -31.6% | +46.0% | +6.4% |
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