+414.3%
ASX vs ALHC
-62.4%
+476.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.1% | -13.6% | -20.4% |
| 7D | -33.3% | -6.2% | -27.1% | -33.0% |
| 30D | -36.5% | -9.7% | -26.8% | -36.2% |
| 3M | -19.2% | -44.7% | +25.5% | -17.4% |
| 6M | -10.2% | -58.7% | +48.5% | -7.4% |
| YTD | +86.5% | -61.7% | +148.2% | +92.5% |
| 1Y | +89.6% | -55.7% | +145.3% | +94.1% |
| 3Y | +298.6% | +25.6% | +273.0% | +258.2% |
| 5Y | +414.3% | -65.8% | +480.0% | +326.7% |
| All | +414.3% | -62.4% | +476.7% | +326.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling