+9.6%
CARR vs ALHC
-27.5%
+37.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | +0.6% | -4.1% | +4.8% | +1.0% |
| 30D | -8.7% | -5.4% | -3.2% | -8.3% |
| 3M | -18.4% | -32.1% | +13.8% | -16.1% |
| 6M | -0.6% | -28.5% | +27.9% | +1.0% |
| YTD | +10.9% | -34.0% | +45.0% | +13.3% |
| 1Y | -7.3% | -20.9% | +13.6% | -6.9% |
| 3Y | +2.9% | +151.5% | -148.6% | -13.3% |
| 5Y | +9.6% | -28.8% | +38.5% | +2.0% |
| All | +9.6% | -27.5% | +37.1% | +2.0% |
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