+204.5%
CAT vs ALHC
-65.3%
+269.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.6% |
| 7D | -6.3% | +3.8% | -10.1% | -6.5% |
| 30D | -26.8% | +1.7% | -28.5% | -26.9% |
| 3M | -30.0% | -44.3% | +14.3% | -28.7% |
| 6M | -34.6% | -57.2% | +22.6% | -33.0% |
| YTD | +2.9% | -61.2% | +64.1% | +5.7% |
| 1Y | +3.3% | -53.2% | +56.4% | +5.2% |
| 3Y | +153.7% | +27.8% | +125.9% | +142.6% |
| All | +204.5% | -65.3% | +269.9% | +212.9% |
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