+432.7%
ASX vs ALHC
-61.5%
+494.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.3% | +6.6% |
| 7D | -19.9% | +1.0% | -20.9% | -19.9% |
| 30D | -30.9% | -14.2% | -16.7% | -30.4% |
| 3M | -15.1% | -45.1% | +30.1% | -13.0% |
| 6M | -6.5% | -59.5% | +53.1% | -3.3% |
| YTD | +98.4% | -62.8% | +161.3% | +105.5% |
| 1Y | +107.9% | -55.5% | +163.3% | +112.8% |
| 3Y | +325.3% | +25.7% | +299.6% | +283.4% |
| 5Y | +447.3% | -66.8% | +514.1% | +409.0% |
| All | +432.7% | -61.5% | +494.2% | +370.6% |
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