+44.1%
A vs ALHC
-61.4%
+105.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | 0.0% | -10.6% | +10.5% | +0.7% |
| 3M | +16.7% | -45.3% | +62.0% | +21.3% |
| 6M | +54.8% | -59.7% | +114.5% | +63.5% |
| YTD | +28.8% | -62.7% | +91.5% | +36.3% |
| 1Y | +19.3% | -56.1% | +75.4% | +24.3% |
| 3Y | +65.5% | +21.3% | +44.3% | +47.4% |
| 5Y | +12.1% | -66.0% | +78.0% | +8.1% |
| All | +44.1% | -61.4% | +105.4% | +34.2% |
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