+339.8%
CAH vs ALHC
-31.6%
+371.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | +1.2% | -5.4% | +6.6% | +1.3% |
| 3M | +13.1% | -32.1% | +45.2% | +13.6% |
| 6M | +8.5% | -28.5% | +37.0% | +8.6% |
| YTD | +17.6% | -34.0% | +51.6% | +17.9% |
| 1Y | +60.7% | -20.9% | +81.6% | +60.5% |
| 3Y | +183.2% | +151.5% | +31.6% | +174.6% |
| 5Y | +402.2% | -28.8% | +431.0% | +386.6% |
| All | +339.8% | -31.6% | +371.4% | +331.2% |
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