-57.6%
ALHC vs ALM
+316.3%
-373.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.0% |
| 7D | +1.0% | -6.7% | +7.6% | +1.4% |
| 30D | -14.2% | -32.9% | +18.7% | -12.2% |
| 3M | -45.1% | -39.5% | -5.6% | -43.5% |
| 6M | -59.5% | -62.0% | +2.4% | -57.6% |
| YTD | -62.8% | -7.8% | -55.0% | -62.9% |
| 1Y | -55.5% | +26.7% | -82.2% | -56.2% |
| 3Y | +25.7% | +825.4% | -799.7% | +9.2% |
| 5Y | -66.8% | +401.2% | -468.0% | -71.5% |
| All | -57.6% | +316.3% | -373.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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