+176.6%
URI vs ALHC
-62.4%
+239.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.1% | 0.0% | -6.7% |
| 7D | -12.9% | -6.2% | -6.7% | -12.7% |
| 30D | -3.4% | -9.7% | +6.3% | -3.0% |
| 3M | -10.0% | -44.7% | +34.7% | -7.4% |
| 6M | +12.2% | -58.7% | +70.9% | +16.3% |
| YTD | +29.8% | -61.7% | +91.5% | +34.7% |
| 1Y | +24.6% | -55.7% | +80.3% | +27.8% |
| 3Y | +137.6% | +25.6% | +112.0% | +113.7% |
| 5Y | +176.6% | -65.8% | +242.4% | +169.0% |
| All | +176.6% | -62.4% | +239.1% | +169.0% |
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