-34.6%
UPS vs ALHC
-30.5%
-4.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.1% | -1.0% | -1.2% | -2.1% |
| 30D | -2.3% | -6.3% | +4.0% | -2.0% |
| 3M | -5.2% | -12.3% | +7.1% | -5.1% |
| 6M | +1.4% | -27.0% | +28.4% | +2.3% |
| YTD | +6.1% | -31.8% | +38.0% | +7.3% |
| 1Y | +27.0% | -17.0% | +44.0% | +26.8% |
| 3Y | -25.9% | +159.8% | -185.8% | -34.3% |
| 5Y | -34.6% | -25.1% | -9.4% | -39.8% |
| All | -34.6% | -30.5% | -4.1% | -39.8% |
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