-57.6%
ALHC vs CASY
+235.0%
-292.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -14.2% | +8.7% | -22.8% | -16.7% |
| 3M | -45.1% | -17.3% | -27.8% | -42.0% |
| 6M | -59.5% | -19.7% | -39.8% | -57.2% |
| YTD | -62.8% | +24.8% | -87.7% | -66.6% |
| 1Y | -55.5% | +31.9% | -87.4% | -60.8% |
| 3Y | +25.7% | +155.4% | -129.7% | -20.5% |
| 5Y | -66.8% | +250.6% | -317.4% | -83.2% |
| All | -57.6% | +235.0% | -292.6% | -78.9% |
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