+105.5%
C vs ALHC
-61.4%
+166.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +2.0% | -10.6% | +12.6% | +2.6% |
| 3M | -10.1% | -45.3% | +35.2% | -7.4% |
| 6M | +1.0% | -59.7% | +60.7% | +5.3% |
| YTD | +8.5% | -62.7% | +71.2% | +13.3% |
| 1Y | +25.7% | -56.1% | +81.8% | +30.1% |
| 3Y | +216.0% | +21.3% | +194.7% | +201.3% |
| 5Y | +112.3% | -66.0% | +178.3% | +104.4% |
| All | +105.5% | -61.4% | +166.8% | +90.4% |
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