-15.5%
UPS vs ALHC
-61.8%
+46.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.5% |
| 7D | +1.1% | +3.9% | -2.7% | +1.0% |
| 30D | +17.3% | -3.6% | +21.0% | +17.5% |
| 3M | +7.9% | -49.4% | +57.3% | +11.1% |
| 6M | +13.7% | -59.5% | +73.2% | +17.7% |
| YTD | +17.2% | -63.2% | +80.4% | +21.6% |
| 1Y | +23.2% | -55.5% | +78.7% | +26.5% |
| 3Y | -5.9% | +23.0% | -28.9% | -11.6% |
| 5Y | -33.1% | -65.7% | +32.7% | -36.1% |
| All | -15.5% | -61.8% | +46.4% | -20.7% |
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