-22.2%
ALHC vs INVH
+4.9%
-27.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.0% | -3.1% | +2.2% | +0.6% |
| 30D | -6.3% | -7.1% | +0.7% | -2.9% |
| 3M | -12.3% | -3.0% | -9.3% | -11.0% |
| 6M | -27.0% | +10.1% | -37.1% | -30.2% |
| YTD | -31.8% | +3.8% | -35.7% | -33.3% |
| 1Y | -17.0% | -2.1% | -14.9% | -16.6% |
| 3Y | +159.8% | -7.0% | +166.9% | +161.1% |
| 5Y | -25.1% | -20.6% | -4.6% | -17.8% |
| All | -22.2% | +4.9% | -27.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling