+232.4%
URI vs ALHC
-61.5%
+293.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | -9.8% | +1.0% | -10.7% | -9.9% |
| 30D | +1.7% | -14.2% | +15.9% | +2.5% |
| 3M | -9.1% | -45.1% | +36.1% | -6.4% |
| 6M | +9.9% | -59.5% | +69.4% | +14.0% |
| YTD | +31.2% | -62.8% | +94.1% | +36.4% |
| 1Y | +25.9% | -55.5% | +81.4% | +29.1% |
| 3Y | +147.4% | +25.7% | +121.7% | +124.0% |
| 5Y | +179.7% | -66.8% | +246.5% | +172.0% |
| All | +232.4% | -61.5% | +293.9% | +203.2% |
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