+254.8%
URI vs ALHC
-61.4%
+316.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +8.9% | -10.6% | +19.4% | +9.4% |
| 3M | +0.5% | -45.3% | +45.9% | +3.5% |
| 6M | +20.7% | -59.7% | +80.4% | +25.3% |
| YTD | +40.0% | -62.7% | +102.8% | +45.5% |
| 1Y | +34.4% | -56.1% | +90.5% | +37.9% |
| 3Y | +149.5% | +21.3% | +128.2% | +126.9% |
| 5Y | +205.6% | -66.0% | +271.5% | +196.8% |
| All | +254.8% | -61.4% | +316.1% | +223.5% |
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