+158.3%
CAT vs ALHC
+22.7%
+135.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | +7.4% | +0.3% | +7.2% | +7.4% |
| 30D | -19.7% | -10.6% | -9.1% | -19.5% |
| 3M | -29.6% | -45.3% | +15.7% | -28.9% |
| 6M | -33.2% | -59.7% | +26.5% | -32.3% |
| YTD | +5.7% | -62.7% | +68.4% | +7.3% |
| 1Y | +9.3% | -56.1% | +65.5% | +10.7% |
| 3Y | +158.3% | +21.3% | +137.1% | +163.8% |
| All | +158.3% | +22.7% | +135.7% | +163.8% |
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 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