+218.0%
URI vs ALHC
-28.9%
+246.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -12.9% | -1.0% | -11.9% | -12.9% |
| 3M | -6.7% | -10.2% | +3.4% | -7.0% |
| 6M | +19.0% | -28.3% | +47.3% | +20.0% |
| YTD | +25.5% | -31.4% | +57.0% | +26.7% |
| 1Y | +5.5% | -16.9% | +22.5% | +4.9% |
| 3Y | +111.3% | +135.5% | -24.2% | +84.3% |
| 5Y | +198.6% | -33.6% | +232.2% | +180.7% |
| All | +218.0% | -28.9% | +246.9% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling