+38.4%
USB vs ALHC
-57.3%
+95.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.1% | -8.2% | +1.2% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +6.6% | -4.2% | +10.8% | +6.7% |
| 3M | -4.1% | -39.8% | +35.7% | -1.3% |
| 6M | +12.5% | -57.7% | +70.2% | +17.6% |
| YTD | +17.6% | -58.8% | +76.4% | +22.8% |
| 1Y | +36.5% | -52.4% | +88.9% | +41.2% |
| 3Y | +95.4% | +35.2% | +60.2% | +84.5% |
| 5Y | +26.1% | -61.1% | +87.2% | +21.4% |
| All | +38.4% | -57.3% | +95.6% | +30.8% |
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