+401.3%
CAH vs ALHC
-30.5%
+431.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | +0.5% | -1.0% | +1.4% | +0.5% |
| 30D | +1.7% | -6.3% | +8.1% | +1.8% |
| 3M | +17.9% | -12.3% | +30.2% | +17.9% |
| 6M | +10.9% | -27.0% | +37.9% | +11.1% |
| YTD | +17.9% | -31.8% | +49.7% | +18.1% |
| 1Y | +61.7% | -17.0% | +78.7% | +61.4% |
| 3Y | +183.7% | +159.8% | +23.9% | +172.5% |
| 5Y | +401.3% | -25.1% | +426.5% | +380.0% |
| All | +401.3% | -30.5% | +431.8% | +380.0% |
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 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