+71.5%
CART vs ALHC
+20.0%
+51.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.1% | +4.7% | -2.1% |
| 7D | +1.2% | -6.2% | +7.4% | +1.4% |
| 30D | +27.1% | -9.7% | +36.8% | +27.4% |
| 3M | +27.4% | -44.7% | +72.2% | +30.7% |
| 6M | +32.1% | -58.7% | +90.8% | +36.8% |
| YTD | +28.5% | -61.7% | +90.2% | +33.4% |
| 1Y | +58.8% | -55.7% | +114.5% | +63.7% |
| 3Y | +114.8% | +25.6% | +89.2% | +105.0% |
| All | +71.5% | +20.0% | +51.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling