+25.7%
ALHC vs TW
+39.9%
-14.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +1.0% | +4.2% | -3.3% | +0.6% |
| 30D | -14.2% | +18.9% | -33.1% | -15.6% |
| 3M | -45.1% | +23.8% | -68.9% | -46.2% |
| 6M | -59.5% | +17.0% | -76.6% | -60.2% |
| YTD | -62.8% | +19.2% | -82.1% | -63.5% |
| 1Y | -55.5% | +20.1% | -75.6% | -56.4% |
| 3Y | +25.7% | +40.5% | -14.8% | +13.9% |
| All | +25.7% | +39.9% | -14.3% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling