+42.3%
USB vs ALHC
-28.9%
+71.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | +15.2% | -10.2% | +25.4% | +15.4% |
| 6M | +18.8% | -28.3% | +47.1% | +20.3% |
| YTD | +21.0% | -31.4% | +52.5% | +22.8% |
| 1Y | +34.0% | -16.9% | +50.9% | +34.2% |
| 3Y | +95.3% | +135.5% | -40.2% | +77.9% |
| 5Y | +40.4% | -33.6% | +74.0% | +31.2% |
| All | +42.3% | -28.9% | +71.3% | +30.7% |
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