+12.5%
A vs ALHC
-64.2%
+76.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.0% |
| 7D | -0.1% | +1.0% | -1.0% | -0.2% |
| 30D | +3.4% | -14.2% | +17.5% | +4.4% |
| 3M | +23.8% | -45.1% | +69.0% | +28.9% |
| 6M | +49.0% | -59.5% | +108.5% | +57.6% |
| YTD | +29.4% | -62.8% | +92.2% | +37.3% |
| 1Y | +19.4% | -55.5% | +74.9% | +24.4% |
| 3Y | +66.2% | +25.7% | +40.5% | +44.9% |
| All | +12.5% | -64.2% | +76.7% | +12.4% |
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