-62.1%
ALB vs ALHC
-64.2%
+2.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.2% |
| 7D | +9.1% | +1.0% | +8.1% | +8.8% |
| 30D | -3.4% | -14.2% | +10.7% | -2.0% |
| 3M | -20.6% | -45.1% | +24.5% | -15.5% |
| 6M | -48.2% | -59.5% | +11.4% | -43.7% |
| YTD | -29.2% | -62.8% | +33.6% | -22.8% |
| 1Y | +10.0% | -55.5% | +65.5% | +17.1% |
| 3Y | -12.9% | +25.7% | -38.6% | -26.9% |
| All | -62.1% | -64.2% | +2.1% | -66.3% |
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