+8.0%
UUUU vs ALHC
-61.4%
+69.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | -21.0% | -10.6% | -10.4% | -19.6% |
| 3M | -54.8% | -45.3% | -9.5% | -50.5% |
| 6M | -67.3% | -59.7% | -7.6% | -63.2% |
| YTD | -54.7% | -62.7% | +8.1% | -48.4% |
| 1Y | -57.4% | -56.1% | -1.3% | -52.9% |
| 3Y | -19.6% | +21.3% | -40.9% | -34.5% |
| 5Y | -40.0% | -66.0% | +25.9% | -46.4% |
| All | +8.0% | -61.4% | +69.4% | -7.7% |
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