+123.4%
UUUU vs ALHC
-33.0%
+156.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.3% | -6.0% |
| 7D | -5.0% | -5.8% | +0.8% | -4.0% |
| 30D | -7.8% | -3.3% | -4.4% | -7.3% |
| 3M | -0.4% | -37.9% | +37.5% | +6.8% |
| 6M | -32.9% | -29.5% | -3.4% | -31.0% |
| YTD | -6.3% | -35.4% | +29.1% | -1.6% |
| 1Y | +7.9% | -22.4% | +30.3% | +9.3% |
| 3Y | +85.2% | +146.3% | -61.1% | +30.5% |
| 5Y | +97.0% | -32.0% | +128.9% | +61.3% |
| All | +123.4% | -33.0% | +156.5% | +75.8% |
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 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