+112.8%
CART vs ALHC
+21.9%
+90.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +29.3% |
| 3M | +29.1% | -45.1% | +74.2% | +32.7% |
| 6M | +44.7% | -59.5% | +104.3% | +50.4% |
| YTD | +29.2% | -62.8% | +92.0% | +34.7% |
| 1Y | +66.2% | -55.5% | +121.6% | +71.7% |
| 3Y | +112.8% | +25.7% | +87.1% | +74.5% |
| All | +112.8% | +21.9% | +90.9% | +74.5% |
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