+152.7%
CAPR vs ALHC
-63.9%
+216.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.5% | -15.5% | -10.8% |
| 7D | +7.6% | +3.8% | +3.9% | +6.9% |
| 30D | +13.3% | +1.7% | +11.6% | +12.6% |
| 3M | +130.4% | -44.3% | +174.7% | +150.2% |
| 6M | -70.8% | -57.2% | -13.6% | -67.1% |
| YTD | -69.3% | -61.2% | -8.1% | -65.1% |
| 1Y | +59.5% | -53.2% | +112.7% | +75.4% |
| 3Y | +216.8% | +27.8% | +189.0% | +178.1% |
| 5Y | +152.7% | -65.4% | +218.1% | +147.4% |
| All | +152.7% | -63.9% | +216.6% | +147.4% |
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