-38.5%
CAT vs ALHC
-60.7%
+22.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -6.5% |
| 7D | -14.5% | -6.2% | -8.3% | -14.5% |
| 30D | -35.7% | -9.7% | -26.0% | -35.8% |
| 3M | -36.3% | -44.7% | +8.4% | -37.2% |
| 6M | -38.5% | -58.7% | +20.2% | -39.4% |
| All | -38.5% | -60.7% | +22.2% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling