-57.5%
ALHC vs TW
+86.4%
-143.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +0.3% | +3.9% | -3.6% | -0.6% |
| 30D | -10.6% | +19.9% | -30.5% | -14.5% |
| 3M | -45.3% | +25.9% | -71.3% | -48.3% |
| 6M | -59.7% | +21.1% | -80.9% | -61.8% |
| YTD | -62.7% | +23.9% | -86.6% | -65.1% |
| 1Y | -56.1% | +21.2% | -77.3% | -58.6% |
| 3Y | +21.3% | +44.8% | -23.5% | +2.2% |
| 5Y | -66.0% | +41.4% | -107.4% | -68.9% |
| All | -57.5% | +86.4% | -143.9% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling