+73.5%
CART vs ALHC
+19.0%
+54.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +17.8% | -9.6% | +27.4% | +18.2% |
| 3M | +20.7% | -44.5% | +65.2% | +23.8% |
| 6M | +49.7% | -59.2% | +108.9% | +55.1% |
| YTD | +30.0% | -62.0% | +92.0% | +35.0% |
| 1Y | +48.4% | -54.8% | +103.2% | +52.8% |
| 3Y | +132.0% | +25.0% | +107.0% | +121.2% |
| All | +73.5% | +19.0% | +54.5% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling