+34.8%
USB vs ALHC
-61.5%
+96.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +5.8% | -14.2% | +20.0% | +6.7% |
| 3M | -6.0% | -45.1% | +39.2% | -2.7% |
| 6M | +7.8% | -59.5% | +67.3% | +13.0% |
| YTD | +14.6% | -62.8% | +77.4% | +20.4% |
| 1Y | +31.8% | -55.5% | +87.3% | +36.9% |
| 3Y | +91.5% | +25.7% | +65.8% | +81.7% |
| 5Y | +22.0% | -66.8% | +88.8% | +18.3% |
| All | +34.8% | -61.5% | +96.2% | +28.3% |
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 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