+9.5%
UUUU vs ALHC
-60.6%
+70.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -27.9% | -9.6% | -18.3% | -26.8% |
| 3M | -53.8% | -44.5% | -9.3% | -49.6% |
| 6M | -68.1% | -59.2% | -8.9% | -64.1% |
| YTD | -54.1% | -62.0% | +8.0% | -47.8% |
| 1Y | -57.8% | -54.8% | -3.0% | -53.6% |
| 3Y | -15.4% | +25.0% | -40.4% | -31.5% |
| 5Y | -39.2% | -65.3% | +26.1% | -45.9% |
| All | +9.5% | -60.6% | +70.1% | -6.7% |
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 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