+25.3%
USHY vs ALHC
+22.7%
+2.6%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +0.6% | -10.6% | +11.2% | +0.7% |
| 3M | -2.0% | -45.3% | +43.3% | -1.6% |
| 6M | -0.5% | -59.7% | +59.2% | +0.1% |
| YTD | +0.6% | -62.7% | +63.3% | +1.2% |
| 1Y | +2.1% | -56.1% | +58.2% | +2.6% |
| 3Y | +25.3% | +21.3% | +4.1% | +23.9% |
| All | +25.3% | +22.7% | +2.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling