+68.0%
ACWI vs ALHC
-33.5%
+101.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +0.9% | -1.0% | +1.9% | +0.9% |
| 3M | +2.4% | -10.2% | +12.5% | +2.3% |
| 6M | +12.4% | -28.3% | +40.7% | +13.4% |
| YTD | +15.2% | -31.4% | +46.6% | +16.4% |
| 1Y | +22.7% | -16.9% | +39.6% | +22.4% |
| 3Y | +75.8% | +135.5% | -59.7% | +57.0% |
| All | +68.0% | -33.5% | +101.5% | +55.7% |
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 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