-55.7%
ALHC vs ALM
+317.3%
-373.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.2% | +12.7% | +5.9% |
| 7D | +3.8% | -6.3% | +10.1% | +4.2% |
| 30D | +1.7% | -31.4% | +33.1% | +3.8% |
| 3M | -44.3% | -40.6% | -3.8% | -42.7% |
| 6M | -57.2% | -58.6% | +1.4% | -55.4% |
| YTD | -61.2% | -7.6% | -53.6% | -61.2% |
| 1Y | -53.2% | +13.8% | -67.0% | -53.8% |
| 3Y | +27.8% | +842.1% | -814.3% | +10.9% |
| 5Y | -65.4% | +407.4% | -472.8% | -70.3% |
| All | -55.7% | +317.3% | -373.0% | -61.8% |
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