-58.0%
ALHC vs CASY
+237.2%
-295.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +3.9% | +3.6% | +0.3% | +2.6% |
| 30D | -3.6% | +7.2% | -10.8% | -6.1% |
| 3M | -49.4% | -16.9% | -32.5% | -46.6% |
| 6M | -59.5% | -19.3% | -40.1% | -57.2% |
| YTD | -63.2% | +25.6% | -88.8% | -67.0% |
| 1Y | -55.5% | +30.2% | -85.6% | -60.6% |
| 3Y | +23.0% | +154.9% | -131.9% | -22.0% |
| 5Y | -65.7% | +252.1% | -317.9% | -82.7% |
| All | -58.0% | +237.2% | -295.2% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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