+25.4%
CBOE vs ALHC
-21.0%
+46.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -0.8% | -4.1% | +3.4% | -0.8% |
| 30D | +2.7% | -5.4% | +8.1% | +2.6% |
| 3M | +0.7% | -32.1% | +32.9% | -1.0% |
| 6M | -2.0% | -28.5% | +26.5% | -6.9% |
| YTD | +17.1% | -34.0% | +51.2% | +11.1% |
| All | +25.4% | -21.0% | +46.4% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling