-49.2%
USAR vs ALHC
-55.2%
+6.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.6% |
| 7D | -1.1% | +3.9% | -4.9% | -1.3% |
| 30D | -30.3% | -3.6% | -26.6% | -30.0% |
| 3M | -54.7% | -49.4% | -5.3% | -53.4% |
| 6M | -67.5% | -59.5% | -8.1% | -65.4% |
| YTD | -26.4% | -63.2% | +36.8% | -21.0% |
| All | -49.2% | -55.2% | +6.0% | -48.3% |
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