+408.4%
CAH vs ALHC
-59.7%
+468.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.8% |
| 7D | +9.4% | +3.8% | +5.6% | +9.3% |
| 30D | +16.5% | +1.7% | +14.9% | +16.4% |
| 3M | +17.0% | -44.3% | +61.3% | +17.8% |
| 6M | +51.4% | -57.2% | +108.6% | +52.7% |
| YTD | +36.0% | -61.2% | +97.1% | +37.2% |
| 1Y | +36.0% | -53.2% | +89.2% | +36.9% |
| 3Y | +177.5% | +27.8% | +149.7% | +172.8% |
| 5Y | +509.2% | -65.4% | +574.6% | +493.7% |
| All | +408.4% | -59.7% | +468.1% | +401.8% |
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