-20.3%
USAR vs ALHC
+22.7%
-43.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -20.9% | -10.6% | -10.4% | -20.7% |
| 3M | -56.2% | -45.3% | -10.8% | -55.8% |
| 6M | -67.9% | -59.7% | -8.2% | -67.4% |
| YTD | -31.4% | -62.7% | +31.3% | -30.2% |
| 1Y | -45.1% | -56.1% | +11.1% | -44.0% |
| 3Y | -20.3% | +21.3% | -41.6% | -19.5% |
| All | -20.3% | +22.7% | -43.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling