+113.6%
C vs ALHC
-66.2%
+179.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | -10.1% | -45.3% | +35.2% | -6.9% |
| 6M | +1.0% | -59.7% | +60.7% | +6.0% |
| YTD | +8.5% | -62.7% | +71.2% | +14.1% |
| 1Y | +25.7% | -56.1% | +81.8% | +30.8% |
| 3Y | +216.0% | +21.3% | +194.7% | +196.7% |
| All | +113.6% | -66.2% | +179.8% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling