+75.4%
USAR vs ALHC
+151.6%
-76.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.3% |
| 30D | -8.6% | -6.3% | -2.3% | -8.6% |
| 3M | -20.5% | -12.3% | -8.2% | -20.5% |
| 6M | +1.2% | -27.0% | +28.2% | +1.6% |
| YTD | +48.4% | -31.8% | +80.3% | +49.6% |
| 1Y | +30.6% | -17.0% | +47.6% | +31.7% |
| 3Y | +73.6% | +159.8% | -86.2% | +73.1% |
| All | +75.4% | +151.6% | -76.2% | +74.8% |
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