+22.7%
USB vs ALHC
-62.4%
+85.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.6% |
| 7D | -1.5% | -6.2% | +4.7% | -1.1% |
| 30D | +4.3% | -9.7% | +14.0% | +4.9% |
| 3M | -6.1% | -44.7% | +38.7% | -2.6% |
| 6M | +9.4% | -58.7% | +68.1% | +15.0% |
| YTD | +15.2% | -61.7% | +76.9% | +21.3% |
| 1Y | +32.8% | -55.7% | +88.4% | +38.4% |
| 3Y | +91.3% | +25.6% | +65.7% | +79.9% |
| 5Y | +22.7% | -65.8% | +88.5% | +18.2% |
| All | +22.7% | -62.4% | +85.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling