-52.4%
ALHC vs TW
+20.8%
-73.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +1.0% | +9.1% | +10.1% |
| 7D | -0.5% | +6.0% | -6.5% | -0.6% |
| 30D | -4.2% | +18.6% | -22.8% | -4.9% |
| 3M | -39.8% | +26.5% | -66.3% | -40.2% |
| 6M | -57.7% | +13.1% | -70.9% | -57.8% |
| YTD | -58.8% | +18.5% | -77.3% | -58.5% |
| 1Y | -52.4% | +21.7% | -74.1% | -51.9% |
| All | -52.4% | +20.8% | -73.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling