+178.7%
B vs ALHC
+30.0%
+148.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.5% | -11.6% | -6.4% |
| 7D | +7.1% | +3.8% | +3.3% | +6.9% |
| 30D | -3.3% | +1.7% | -5.0% | -3.4% |
| 3M | -2.5% | -44.3% | +41.8% | -0.4% |
| 6M | -7.2% | -57.2% | +50.0% | -4.3% |
| YTD | -7.4% | -61.2% | +53.8% | -4.2% |
| 1Y | +16.4% | -53.2% | +69.6% | +19.5% |
| 3Y | +178.7% | +27.8% | +150.9% | +173.6% |
| All | +178.7% | +30.0% | +148.7% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling