+51.5%
CART vs ALHC
+114.9%
-63.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +12.6% | -1.0% | +13.6% | +12.6% |
| 3M | +23.1% | -10.2% | +33.3% | +23.3% |
| 6M | +39.5% | -28.3% | +67.8% | +40.9% |
| YTD | +13.5% | -31.4% | +45.0% | +14.9% |
| 1Y | +14.9% | -16.9% | +31.8% | +15.2% |
| All | +51.5% | +114.9% | -63.4% | +40.2% |
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