+137.2%
UUUU vs ALHC
-28.9%
+166.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +16.3% | -1.0% | +17.3% | +16.4% |
| 3M | -16.7% | -10.2% | -6.5% | -17.2% |
| 6M | -33.7% | -28.3% | -5.4% | -31.9% |
| YTD | -0.5% | -31.4% | +31.0% | +3.4% |
| 1Y | +28.9% | -16.9% | +45.8% | +28.9% |
| 3Y | +99.9% | +135.5% | -35.6% | +43.5% |
| 5Y | +135.3% | -33.6% | +168.9% | +93.6% |
| All | +137.2% | -28.9% | +166.1% | +84.8% |
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 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