+161.1%
B vs ALHC
-28.9%
+190.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +9.4% | -1.0% | +10.5% | +9.5% |
| 3M | +5.0% | -10.2% | +15.1% | +5.2% |
| 6M | -3.5% | -28.3% | +24.7% | -2.5% |
| YTD | +4.5% | -31.4% | +35.9% | +5.7% |
| 1Y | +67.8% | -16.9% | +84.7% | +68.0% |
| 3Y | +196.7% | +135.5% | +61.2% | +175.8% |
| 5Y | +151.9% | -33.6% | +185.6% | +150.8% |
| All | +161.1% | -28.9% | +190.0% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling