-12.0%
A vs ALHC
-33.5%
+21.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +6.9% | -1.0% | +7.9% | +6.9% |
| 3M | +9.2% | -10.2% | +19.4% | +9.2% |
| 6M | +25.7% | -28.3% | +54.0% | +27.6% |
| YTD | +11.5% | -31.4% | +43.0% | +13.4% |
| 1Y | +18.4% | -16.9% | +35.3% | +18.0% |
| 3Y | +26.6% | +135.5% | -108.9% | +6.0% |
| All | -12.0% | -33.5% | +21.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling