+41.2%
USB vs ALHC
-33.5%
+74.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| YTD | +21.0% | -31.4% | +52.5% | +22.9% |
| 1Y | +34.0% | -16.9% | +50.9% | +34.2% |
| 3Y | +95.3% | +135.5% | -40.2% | +76.3% |
| All | +41.2% | -33.5% | +74.7% | +31.5% |
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