+112.4%
C vs ALHC
-62.5%
+175.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.5% |
| 7D | -0.9% | +3.9% | -4.8% | -1.2% |
| 30D | -5.4% | -3.6% | -1.8% | -5.2% |
| 3M | -9.2% | -49.4% | +40.3% | -5.5% |
| 6M | -1.8% | -59.5% | +57.6% | +2.9% |
| YTD | +6.7% | -63.2% | +69.9% | +12.3% |
| 1Y | +23.5% | -55.5% | +79.0% | +28.3% |
| 3Y | +219.8% | +23.0% | +196.8% | +200.0% |
| 5Y | +112.4% | -65.7% | +178.1% | +109.3% |
| All | +112.4% | -62.5% | +175.0% | +109.3% |
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