+203.1%
ARES vs ALHC
-29.3%
+232.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.3% | -1.0% | +0.6% | -0.3% |
| 30D | +1.3% | -6.3% | +7.6% | +1.8% |
| 3M | +10.4% | -12.3% | +22.7% | +10.3% |
| 6M | +29.0% | -27.0% | +56.0% | +30.7% |
| YTD | -12.2% | -31.8% | +19.7% | -10.6% |
| 1Y | -18.4% | -17.0% | -1.4% | -18.8% |
| 3Y | +43.2% | +159.8% | -116.7% | +15.4% |
| 5Y | +102.6% | -25.1% | +127.7% | +83.1% |
| All | +203.1% | -29.3% | +232.4% | +163.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling