+249.6%
ALAB vs ALHC
+48.1%
+201.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.0% | +14.7% | +13.7% |
| 7D | -5.6% | +3.9% | -9.4% | -5.5% |
| 30D | -36.6% | -3.6% | -33.0% | -36.5% |
| 3M | -35.1% | -49.4% | +14.3% | -35.0% |
| 6M | +8.5% | -59.5% | +68.0% | +8.8% |
| YTD | +30.4% | -63.2% | +93.6% | +30.2% |
| 1Y | +31.0% | -55.5% | +86.5% | +30.9% |
| All | +249.6% | +48.1% | +201.6% | +286.0% |
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