+72.5%
CART vs ALHC
+16.5%
+56.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | +3.0% | +1.0% | +2.0% | +2.9% |
| 30D | +28.6% | -14.2% | +42.7% | +29.2% |
| 3M | +29.1% | -45.1% | +74.2% | +32.4% |
| 6M | +44.7% | -59.5% | +104.3% | +50.0% |
| YTD | +29.2% | -62.8% | +92.0% | +34.3% |
| 1Y | +66.2% | -55.5% | +121.6% | +71.3% |
| 3Y | +112.8% | +25.7% | +87.1% | +103.6% |
| All | +72.5% | +16.5% | +56.0% | +63.8% |
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 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