+21.4%
A vs ALHC
-29.3%
+50.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +0.6% | -6.3% | +6.9% | +1.1% |
| 3M | +10.9% | -12.3% | +23.2% | +11.1% |
| 6M | +28.2% | -27.0% | +55.2% | +29.9% |
| YTD | +8.6% | -31.8% | +40.4% | +10.4% |
| 1Y | +15.5% | -17.0% | +32.5% | +15.3% |
| 3Y | +31.8% | +159.8% | -128.0% | +9.6% |
| 5Y | -14.9% | -25.1% | +10.3% | -22.2% |
| All | +21.4% | -29.3% | +50.8% | +8.8% |
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