+156.3%
ALL vs ALHC
-59.7%
+216.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.7% |
| 7D | -0.1% | +3.8% | -3.9% | -0.3% |
| 30D | +13.8% | +1.7% | +12.2% | +13.7% |
| 3M | -2.8% | -44.3% | +41.6% | -0.9% |
| 6M | +23.7% | -57.2% | +80.9% | +26.7% |
| YTD | +27.3% | -61.2% | +88.4% | +30.6% |
| 1Y | +30.5% | -53.2% | +83.7% | +32.9% |
| 3Y | +113.0% | +27.8% | +85.2% | +107.6% |
| 5Y | +157.6% | -65.4% | +223.0% | +145.1% |
| All | +156.3% | -59.7% | +216.0% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling