+24.8%
USHY vs ALHC
-59.6%
+84.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.2% | -5.5% | +5.3% | -0.1% |
| 30D | +0.5% | -4.9% | +5.4% | +0.5% |
| 3M | -1.2% | -41.7% | +40.6% | -0.2% |
| 6M | -0.1% | -55.2% | +55.1% | +1.2% |
| YTD | +1.1% | -61.1% | +62.2% | +2.6% |
| 1Y | +2.0% | -53.3% | +55.3% | +3.1% |
| 3Y | +25.8% | +28.2% | -2.4% | +22.2% |
| 5Y | +20.4% | -65.8% | +86.2% | +18.9% |
| All | +24.8% | -59.6% | +84.4% | +22.6% |
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