-19.7%
USAR vs ALHC
+21.9%
-41.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.8% | +10.9% |
| 7D | -14.5% | +1.0% | -15.5% | -14.5% |
| 30D | -37.8% | -14.2% | -23.7% | -37.6% |
| 3M | -52.8% | -45.1% | -7.6% | -52.4% |
| 6M | -71.2% | -59.5% | -11.7% | -70.8% |
| YTD | -30.9% | -62.8% | +32.0% | -29.6% |
| 1Y | -48.0% | -55.5% | +7.5% | -47.0% |
| 3Y | -19.7% | +25.7% | -45.4% | -19.2% |
| All | -19.7% | +21.9% | -41.6% | -19.2% |
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