+35.9%
URI vs ALHC
-53.4%
+89.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | +2.6% | -5.5% | +8.1% | +2.6% |
| 30D | +9.1% | -4.9% | +14.0% | +9.2% |
| 3M | +1.0% | -41.7% | +42.7% | +0.5% |
| 6M | +23.3% | -55.2% | +78.5% | +20.7% |
| YTD | +43.3% | -61.1% | +104.4% | +36.6% |
| 1Y | +35.9% | -53.3% | +89.3% | +23.4% |
| All | +35.9% | -53.4% | +89.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling