+47.2%
CAPR vs ALHC
-51.4%
+98.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.1% | -1.9% | +6.4% |
| 7D | +43.2% | -0.5% | +43.7% | +43.0% |
| 30D | +14.7% | -4.2% | +18.9% | +15.1% |
| 3M | +113.9% | -39.8% | +153.7% | +132.8% |
| 6M | -73.4% | -57.7% | -15.6% | -69.0% |
| YTD | -69.1% | -58.8% | -10.3% | -56.1% |
| 1Y | +47.2% | -52.4% | +99.6% | +199.9% |
| All | +47.2% | -51.4% | +98.6% | +199.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling