+498.8%
ASX vs ALHC
-61.4%
+560.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.9% |
| 7D | +12.4% | +0.3% | +12.1% | +12.4% |
| 30D | -19.8% | -10.6% | -9.2% | -19.3% |
| 3M | -10.3% | -45.3% | +35.0% | -8.1% |
| 6M | +1.2% | -59.7% | +60.9% | +4.8% |
| YTD | +123.0% | -62.7% | +185.8% | +131.0% |
| 1Y | +145.4% | -56.1% | +201.6% | +151.6% |
| 3Y | +368.6% | +21.3% | +347.4% | +324.4% |
| 5Y | +486.0% | -66.0% | +552.0% | +444.5% |
| All | +498.8% | -61.4% | +560.1% | +428.9% |
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