-27.2%
ALHC vs INVH
+2.4%
-29.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -6.9% | -3.0% | -3.9% | -5.5% |
| 30D | -6.7% | -7.5% | +0.8% | -3.1% |
| 3M | -37.7% | -5.5% | -32.2% | -36.0% |
| 6M | -30.0% | +11.7% | -41.7% | -33.4% |
| YTD | -36.2% | +1.3% | -37.5% | -36.7% |
| 1Y | -22.9% | -6.1% | -16.8% | -20.9% |
| 3Y | +138.4% | -9.8% | +148.1% | +143.3% |
| 5Y | -32.8% | -19.7% | -13.1% | -25.2% |
| All | -27.2% | +2.4% | -29.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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