+30.6%
UPS vs ALHC
-51.4%
+82.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.1% | -5.4% | +4.3% |
| 7D | +8.2% | -0.5% | +8.7% | +8.1% |
| 30D | +22.7% | -4.2% | +27.0% | +22.7% |
| 3M | +6.4% | -39.8% | +46.2% | +7.4% |
| 6M | +22.6% | -57.7% | +80.4% | +25.3% |
| YTD | +20.7% | -58.8% | +79.5% | +21.5% |
| 1Y | +30.6% | -52.4% | +83.0% | +30.0% |
| All | +30.6% | -51.4% | +82.1% | +30.0% |
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