+352.9%
CAH vs ALHC
-28.9%
+381.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | +22.8% | -10.2% | +32.9% | +22.8% |
| 6M | +11.3% | -28.3% | +39.5% | +11.4% |
| YTD | +21.1% | -31.4% | +52.6% | +21.3% |
| 1Y | +67.2% | -16.9% | +84.2% | +67.0% |
| 3Y | +195.6% | +135.5% | +60.1% | +187.5% |
| 5Y | +413.8% | -33.6% | +447.5% | +396.5% |
| All | +352.9% | -28.9% | +381.9% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling