-53.2%
ALHC vs TW
+19.2%
-72.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.5% |
| 7D | +3.8% | +3.1% | +0.7% | +3.7% |
| 30D | +1.7% | +16.7% | -15.0% | +0.9% |
| 3M | -44.3% | +25.2% | -69.5% | -44.9% |
| 6M | -57.2% | +19.5% | -76.7% | -57.5% |
| YTD | -61.2% | +21.0% | -82.2% | -60.9% |
| 1Y | -53.2% | +19.0% | -72.1% | -52.2% |
| All | -53.2% | +19.2% | -72.4% | -52.2% |
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