-49.1%
ADBE vs ALHC
-60.6%
+11.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | +1.0% | -9.6% | +10.6% | +1.5% |
| 3M | -7.8% | -44.5% | +36.7% | -4.7% |
| 6M | -1.0% | -59.2% | +58.2% | +3.6% |
| YTD | -31.8% | -62.0% | +30.2% | -28.7% |
| 1Y | -29.2% | -54.8% | +25.6% | -27.2% |
| 3Y | -60.1% | +25.0% | -85.1% | -64.6% |
| 5Y | -63.7% | -65.3% | +1.6% | -65.1% |
| All | -49.1% | -60.6% | +11.5% | -52.7% |
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 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