+50.6%
UNP vs ALHC
-61.8%
+112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.4% |
| 7D | -3.3% | +3.9% | -7.1% | -3.4% |
| 30D | +6.7% | -3.6% | +10.4% | +6.8% |
| 3M | +1.8% | -49.4% | +51.2% | +4.3% |
| 6M | +13.3% | -59.5% | +72.8% | +16.6% |
| YTD | +30.3% | -63.2% | +93.5% | +34.3% |
| 1Y | +36.9% | -55.5% | +92.4% | +39.7% |
| 3Y | +50.9% | +23.0% | +27.9% | +43.4% |
| 5Y | +37.9% | -65.7% | +103.7% | +34.9% |
| All | +50.6% | -61.8% | +112.4% | +42.9% |
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