-33.9%
ALK vs ALHC
-64.2%
+30.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +9.0% | +1.0% | +8.1% | +8.9% |
| 30D | -1.6% | -14.2% | +12.5% | -0.3% |
| 3M | -23.2% | -45.1% | +22.0% | -18.9% |
| 6M | -3.9% | -59.5% | +55.7% | +3.6% |
| YTD | -22.6% | -62.8% | +40.3% | -16.2% |
| 1Y | -5.3% | -55.5% | +50.2% | +0.5% |
| 3Y | +18.6% | +25.7% | -7.1% | +4.4% |
| All | -33.9% | -64.2% | +30.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling