+17.8%
ALK vs ALHC
+25.6%
-7.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.1% | +3.9% | -2.8% |
| 7D | +7.1% | -6.2% | +13.3% | +7.4% |
| 30D | -3.0% | -9.7% | +6.7% | -2.5% |
| 3M | -25.6% | -44.7% | +19.1% | -23.1% |
| 6M | +0.5% | -58.7% | +59.2% | +5.1% |
| YTD | -23.1% | -61.7% | +38.7% | -19.5% |
| 1Y | -7.5% | -55.7% | +48.1% | -3.8% |
| All | +17.8% | +25.6% | -7.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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