+187.9%
CAT vs ALHC
-61.8%
+249.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.2% |
| 7D | -2.4% | +3.9% | -6.3% | -2.5% |
| 30D | -25.0% | -3.6% | -21.4% | -24.9% |
| 3M | -28.7% | -49.4% | +20.7% | -27.3% |
| 6M | -33.0% | -59.5% | +26.5% | -31.4% |
| YTD | +5.4% | -63.2% | +68.6% | +8.2% |
| 1Y | +7.3% | -55.5% | +62.7% | +9.3% |
| 3Y | +166.0% | +23.0% | +143.0% | +156.6% |
| 5Y | +210.1% | -65.7% | +275.8% | +205.4% |
| All | +187.9% | -61.8% | +249.7% | +175.3% |
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