+409.6%
CAH vs ALHC
-59.6%
+469.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | -5.5% | +11.5% | +6.0% |
| 30D | +16.5% | -4.9% | +21.5% | +16.6% |
| 3M | +15.7% | -41.7% | +57.5% | +16.5% |
| 6M | +52.7% | -55.2% | +107.9% | +53.9% |
| YTD | +36.3% | -61.1% | +97.4% | +37.5% |
| 1Y | +36.7% | -53.3% | +90.1% | +37.6% |
| 3Y | +178.2% | +28.2% | +150.0% | +173.5% |
| 5Y | +515.8% | -65.8% | +581.6% | +500.0% |
| All | +409.6% | -59.6% | +469.2% | +403.0% |
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