+74.9%
USAR vs ALHC
+153.1%
-78.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +2.6% | -1.0% | +3.6% | +2.6% |
| 3M | -35.0% | -10.2% | -24.9% | -35.0% |
| 6M | -6.9% | -28.3% | +21.4% | -6.4% |
| YTD | +48.0% | -31.4% | +79.4% | +49.2% |
| 1Y | +24.8% | -16.9% | +41.7% | +25.8% |
| 3Y | +73.2% | +135.5% | -62.2% | +72.8% |
| All | +74.9% | +153.1% | -78.2% | +74.3% |
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 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