+150.1%
ALL vs ALHC
-61.5%
+211.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.4% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | +13.8% | -14.2% | +27.9% | +14.3% |
| 3M | -7.0% | -45.1% | +38.1% | -5.2% |
| 6M | +18.0% | -59.5% | +77.6% | +21.2% |
| YTD | +24.2% | -62.8% | +87.0% | +27.7% |
| 1Y | +31.2% | -55.5% | +86.7% | +33.9% |
| 3Y | +107.5% | +25.7% | +81.9% | +102.4% |
| 5Y | +144.8% | -66.8% | +211.6% | +133.7% |
| All | +150.1% | -61.5% | +211.6% | +137.5% |
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