+36.1%
ARES vs ALHC
+22.7%
+13.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +19.7% | -10.6% | +30.2% | +20.0% |
| 3M | -9.0% | -45.3% | +36.3% | -7.9% |
| 6M | +11.5% | -59.7% | +71.3% | +13.2% |
| YTD | -13.8% | -62.7% | +48.9% | -12.5% |
| 1Y | -5.6% | -56.1% | +50.5% | -4.5% |
| 3Y | +36.1% | +21.3% | +14.9% | +34.2% |
| All | +36.1% | +22.7% | +13.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling