+42.6%
UNP vs ALHC
-51.4%
+94.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.5% | +1.6% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +11.4% | -4.2% | +15.6% | +11.4% |
| 3M | +4.6% | -39.8% | +44.4% | +4.8% |
| 6M | +18.3% | -57.7% | +76.0% | +18.6% |
| YTD | +35.4% | -58.8% | +94.2% | +33.1% |
| 1Y | +42.6% | -52.4% | +95.0% | +37.7% |
| All | +42.6% | -51.4% | +94.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling