+93.5%
CAPR vs ALHC
-61.8%
+155.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.6% |
| 7D | +36.0% | +3.9% | +32.2% | +35.4% |
| 30D | +25.8% | -3.6% | +29.4% | +26.3% |
| 3M | +140.8% | -49.4% | +190.2% | +164.5% |
| 6M | -67.6% | -59.5% | -8.1% | -63.4% |
| YTD | -65.9% | -63.2% | -2.7% | -61.1% |
| 1Y | +66.1% | -55.5% | +121.6% | +83.3% |
| 3Y | +256.9% | +23.0% | +233.9% | +219.6% |
| 5Y | +172.1% | -65.7% | +237.8% | +161.5% |
| All | +93.5% | -61.8% | +155.4% | +80.5% |
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