+290.3%
CAT vs ALHC
-28.9%
+319.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -6.6% | -1.0% | -5.5% | -6.6% |
| 3M | -13.3% | -10.2% | -3.1% | -13.4% |
| 6M | +11.6% | -28.3% | +39.9% | +12.3% |
| YTD | +42.9% | -31.4% | +74.4% | +44.0% |
| 1Y | +95.4% | -16.9% | +112.4% | +95.4% |
| 3Y | +196.6% | +135.5% | +61.1% | +179.8% |
| 5Y | +321.7% | -33.6% | +355.3% | +306.5% |
| All | +290.3% | -28.9% | +319.3% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling