+24.3%
USHY vs ALHC
-60.6%
+84.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +0.3% | -9.6% | +9.9% | +0.5% |
| 3M | -1.7% | -44.5% | +42.8% | -0.6% |
| 6M | -0.4% | -59.2% | +58.8% | +1.1% |
| YTD | +0.7% | -62.0% | +62.7% | +2.3% |
| 1Y | +1.8% | -54.8% | +56.6% | +2.9% |
| 3Y | +25.3% | +25.0% | +0.3% | +21.8% |
| 5Y | +19.9% | -65.3% | +85.2% | +18.4% |
| All | +24.3% | -60.6% | +84.9% | +22.2% |
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 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