-45.7%
ADBE vs ALHC
-31.6%
-14.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -8.9% | -4.1% | -4.8% | -8.7% |
| 30D | -6.6% | -5.4% | -1.2% | -6.3% |
| 3M | +7.1% | -32.1% | +39.3% | +9.2% |
| 6M | -9.8% | -28.5% | +18.7% | -9.0% |
| YTD | -27.2% | -34.0% | +6.8% | -26.2% |
| 1Y | -28.0% | -20.9% | -7.1% | -28.4% |
| 3Y | -54.5% | +151.5% | -206.1% | -62.3% |
| 5Y | -61.5% | -28.8% | -32.6% | -64.5% |
| All | -45.7% | -31.6% | -14.1% | -51.0% |
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 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