-15.9%
UPS vs ALHC
-60.6%
+44.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +16.4% | -9.6% | +26.1% | +17.0% |
| 3M | +7.9% | -44.5% | +52.4% | +10.7% |
| 6M | +15.8% | -59.2% | +75.0% | +19.9% |
| YTD | +16.6% | -62.0% | +78.6% | +20.7% |
| 1Y | +22.3% | -54.8% | +77.1% | +25.4% |
| 3Y | -6.2% | +25.0% | -31.2% | -12.0% |
| 5Y | -34.4% | -65.3% | +30.9% | -37.5% |
| All | -15.9% | -60.6% | +44.7% | -21.2% |
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