+19.3%
UNH vs ALHC
-61.4%
+80.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.8% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +3.0% | -10.6% | +13.6% | +4.4% |
| 3M | +2.7% | -45.3% | +48.1% | +10.5% |
| 6M | +2.8% | -59.7% | +62.5% | +13.6% |
| YTD | +25.9% | -62.7% | +88.6% | +40.9% |
| 1Y | +25.8% | -56.1% | +81.9% | +37.8% |
| 3Y | -20.0% | +21.3% | -41.3% | -21.3% |
| 5Y | -2.8% | -66.0% | +63.1% | -3.1% |
| All | +19.3% | -61.4% | +80.7% | +18.9% |
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 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