+380.4%
AHR vs ALHC
+16.3%
+364.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +10.2% | -10.6% | +20.8% | +10.7% |
| 3M | +8.3% | -45.3% | +53.6% | +11.0% |
| 6M | +13.0% | -59.7% | +72.8% | +16.5% |
| YTD | +24.6% | -62.7% | +87.4% | +28.6% |
| 1Y | +22.2% | -56.1% | +78.3% | +25.9% |
| All | +380.4% | +16.3% | +364.1% | +389.4% |
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 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