+478.7%
ASX vs ALHC
-61.8%
+540.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +8.7% |
| 7D | -12.3% | +3.9% | -16.1% | -12.4% |
| 30D | -26.0% | -3.6% | -22.4% | -25.8% |
| 3M | -8.1% | -49.4% | +41.3% | -5.5% |
| 6M | +1.4% | -59.5% | +60.8% | +4.8% |
| YTD | +115.6% | -63.2% | +178.8% | +123.3% |
| 1Y | +128.0% | -55.5% | +183.5% | +133.5% |
| 3Y | +371.4% | +23.0% | +348.4% | +325.9% |
| 5Y | +469.4% | -65.7% | +535.1% | +429.0% |
| All | +478.7% | -61.8% | +540.5% | +411.4% |
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