+146.6%
B vs ALHC
-61.8%
+208.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +11.3% | +3.9% | +7.5% | +11.1% |
| 30D | +2.9% | -3.6% | +6.6% | +3.1% |
| 3M | -2.9% | -49.4% | +46.6% | +0.1% |
| 6M | -1.2% | -59.5% | +58.3% | +2.5% |
| YTD | -1.3% | -63.2% | +61.9% | +2.6% |
| 1Y | +30.4% | -55.5% | +85.9% | +34.3% |
| 3Y | +195.3% | +23.0% | +172.3% | +183.7% |
| 5Y | +146.2% | -65.7% | +211.9% | +153.2% |
| All | +146.6% | -61.8% | +208.5% | +146.6% |
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