+84.7%
CAPR vs ALHC
-28.9%
+113.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +139.2% | -1.0% | +140.2% | +139.5% |
| 3M | -66.4% | -10.2% | -56.2% | -65.8% |
| 6M | -63.1% | -28.3% | -34.9% | -61.5% |
| YTD | -67.4% | -31.4% | -36.0% | -65.9% |
| 1Y | +58.2% | -16.9% | +75.2% | +60.2% |
| 3Y | +42.2% | +135.5% | -93.3% | +15.4% |
| 5Y | +87.3% | -33.6% | +120.9% | +63.5% |
| All | +84.7% | -28.9% | +113.6% | +58.3% |
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