-21.8%
ALHC vs CASY
+268.0%
-289.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.0% | -11.3% | +10.3% | +2.8% |
| 3M | -10.2% | -0.6% | -9.5% | -11.3% |
| 6M | -28.3% | +10.7% | -39.0% | -32.1% |
| YTD | -31.4% | +37.1% | -68.6% | -39.9% |
| 1Y | -16.9% | +52.3% | -69.2% | -30.1% |
| 3Y | +135.5% | +215.2% | -79.7% | +35.1% |
| 5Y | -33.6% | +276.5% | -310.1% | -67.0% |
| All | -21.8% | +268.0% | -289.8% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling