+48.4%
CART vs ALHC
-54.5%
+102.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +17.8% | -9.6% | +27.4% | +18.3% |
| 3M | +20.7% | -44.5% | +65.2% | +24.8% |
| 6M | +49.7% | -59.2% | +108.9% | +58.4% |
| YTD | +30.0% | -62.0% | +92.0% | +38.0% |
| 1Y | +48.4% | -54.8% | +103.2% | +46.8% |
| All | +48.4% | -54.5% | +102.9% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling