-55.6%
ALHC vs CASY
+247.9%
-303.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.5% |
| 7D | -5.5% | +5.8% | -11.3% | -7.4% |
| 30D | -4.9% | +10.7% | -15.6% | -8.3% |
| 3M | -41.7% | -13.9% | -27.9% | -39.2% |
| 6M | -55.2% | -18.4% | -36.7% | -52.8% |
| YTD | -61.1% | +29.6% | -90.7% | -65.4% |
| 1Y | -53.3% | +32.8% | -86.2% | -59.0% |
| 3Y | +28.2% | +162.3% | -134.1% | -19.4% |
| 5Y | -65.8% | +265.0% | -330.8% | -82.9% |
| All | -55.6% | +247.9% | -303.5% | -78.2% |
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