-56.7%
ALHC vs CASY
+244.3%
-300.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | -9.6% | +10.2% | -19.9% | -12.7% |
| 3M | -44.5% | -15.7% | -28.8% | -41.7% |
| 6M | -59.2% | -18.4% | -40.8% | -57.0% |
| YTD | -62.0% | +28.3% | -90.3% | -66.1% |
| 1Y | -54.8% | +32.6% | -87.4% | -60.2% |
| 3Y | +25.0% | +159.5% | -134.5% | -21.2% |
| 5Y | -65.3% | +263.9% | -329.2% | -82.7% |
| All | -56.7% | +244.3% | -300.9% | -78.6% |
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