+40.2%
UNP vs ALHC
-66.2%
+106.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +4.2% | +0.3% | +4.0% | +4.2% |
| 30D | +5.6% | -10.6% | +16.2% | +6.0% |
| 3M | +2.0% | -45.3% | +47.4% | +4.4% |
| 6M | +15.4% | -59.7% | +75.1% | +19.0% |
| YTD | +32.7% | -62.7% | +95.5% | +36.9% |
| 1Y | +39.4% | -56.1% | +95.5% | +42.5% |
| 3Y | +54.3% | +21.3% | +33.0% | +45.7% |
| All | +40.2% | -66.2% | +106.4% | +41.8% |
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