-21.8%
ALHC vs TW
+49.1%
-70.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | -1.0% | +3.9% | -5.0% | -1.9% |
| 3M | -10.2% | +5.7% | -15.9% | -12.0% |
| 6M | -28.3% | -14.5% | -13.8% | -25.7% |
| YTD | -31.4% | -0.9% | -30.6% | -32.1% |
| 1Y | -16.9% | -13.5% | -3.4% | -14.5% |
| 3Y | +135.5% | +25.0% | +110.5% | +102.8% |
| 5Y | -33.6% | +22.7% | -56.3% | -38.4% |
| All | -21.8% | +49.1% | -70.9% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling