-41.3%
CAG vs ALHC
-30.5%
-10.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -5.3% | -1.0% | -4.3% | -5.3% |
| 30D | +1.0% | -6.3% | +7.3% | +1.1% |
| 3M | +17.4% | -12.3% | +29.7% | +17.5% |
| 6M | -16.8% | -27.0% | +10.2% | -16.5% |
| YTD | -6.8% | -31.8% | +25.1% | -6.4% |
| 1Y | -15.4% | -17.0% | +1.6% | -15.3% |
| 3Y | -37.1% | +159.8% | -196.9% | -39.0% |
| 5Y | -41.3% | -25.1% | -16.1% | -42.6% |
| All | -41.3% | -30.5% | -10.8% | -42.6% |
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