+154.8%
ALL vs ALHC
-28.9%
+183.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -1.5% | -1.0% | -0.5% | -1.5% |
| 3M | +23.6% | -10.2% | +33.8% | +23.6% |
| 6M | +22.3% | -28.3% | +50.6% | +23.2% |
| YTD | +26.5% | -31.4% | +58.0% | +27.5% |
| 1Y | +27.0% | -16.9% | +43.9% | +26.9% |
| 3Y | +149.6% | +135.5% | +14.1% | +138.3% |
| 5Y | +118.1% | -33.6% | +151.7% | +104.8% |
| All | +154.8% | -28.9% | +183.7% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling