-31.2%
ALHC vs ALM
+951.0%
-982.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.6% | -2.6% | +2.0% | -0.4% |
| 30D | -1.0% | +32.0% | -33.0% | -2.8% |
| 3M | -10.2% | -15.0% | +4.9% | -10.0% |
| 6M | -28.3% | -10.1% | -18.2% | -28.7% |
| YTD | -31.4% | +99.4% | -130.9% | -35.0% |
| 1Y | -16.9% | +316.4% | -333.3% | -24.5% |
| 3Y | +135.5% | +2,022.0% | -1,886.5% | +84.2% |
| All | -31.2% | +951.0% | -982.2% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling