-18.5%
UUUU vs ALHC
+25.0%
-43.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -27.9% | -9.6% | -18.3% | -27.4% |
| 3M | -53.8% | -44.5% | -9.3% | -51.9% |
| 6M | -68.1% | -59.2% | -8.9% | -66.2% |
| YTD | -54.1% | -62.0% | +8.0% | -51.0% |
| 1Y | -57.8% | -54.8% | -3.0% | -55.4% |
| All | -18.5% | +25.0% | -43.5% | -22.5% |
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