+144.6%
CAPR vs ALHC
-64.2%
+208.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.1% |
| 7D | +41.1% | +1.0% | +40.1% | +40.9% |
| 30D | +11.1% | -14.2% | +25.3% | +13.4% |
| 3M | +115.3% | -45.1% | +160.5% | +134.3% |
| 6M | -73.8% | -59.5% | -14.3% | -70.3% |
| YTD | -68.8% | -62.8% | -6.0% | -64.4% |
| 1Y | +43.3% | -55.5% | +98.8% | +58.8% |
| 3Y | +214.7% | +25.7% | +189.0% | +178.3% |
| All | +144.6% | -64.2% | +208.8% | +119.0% |
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