+97.3%
C vs ALHC
-61.5%
+158.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -6.0% | -14.2% | +8.2% | -5.3% |
| 3M | -10.5% | -45.1% | +34.6% | -7.8% |
| 6M | -5.7% | -59.5% | +53.8% | -1.7% |
| YTD | +4.1% | -62.8% | +67.0% | +8.8% |
| 1Y | +20.5% | -55.5% | +76.0% | +24.6% |
| 3Y | +208.1% | +25.7% | +182.4% | +193.1% |
| 5Y | +110.4% | -66.8% | +177.2% | +102.7% |
| All | +97.3% | -61.5% | +158.7% | +82.9% |
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