+10.9%
CARR vs ALHC
+22.7%
-11.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +0.4% | -10.6% | +10.9% | +1.0% |
| 3M | -14.1% | -45.3% | +31.2% | -11.3% |
| 6M | -16.7% | -59.7% | +43.0% | -13.2% |
| YTD | +4.2% | -62.7% | +66.9% | +8.7% |
| 1Y | -0.2% | -56.1% | +55.9% | +3.3% |
| 3Y | +10.9% | +21.3% | -10.4% | +4.8% |
| All | +10.9% | +22.7% | -11.8% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling