+35.6%
UNP vs ALHC
-64.2%
+99.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.5% |
| 7D | -4.6% | +1.0% | -5.5% | -4.6% |
| 30D | +5.6% | -14.2% | +19.8% | +6.2% |
| 3M | -1.3% | -45.1% | +43.8% | +0.9% |
| 6M | +9.2% | -59.5% | +68.8% | +12.5% |
| YTD | +27.3% | -62.8% | +90.2% | +31.3% |
| 1Y | +35.9% | -55.5% | +91.4% | +38.8% |
| 3Y | +45.5% | +25.7% | +19.8% | +37.1% |
| All | +35.6% | -64.2% | +99.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling