+43.5%
CBOE vs ALHC
-53.4%
+96.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +6.9% | -5.5% | +12.5% | +6.8% |
| 30D | +24.1% | -4.9% | +29.1% | +24.1% |
| 3M | +30.9% | -41.7% | +72.7% | +31.7% |
| 6M | +5.9% | -55.2% | +61.0% | +2.9% |
| YTD | +48.2% | -61.1% | +109.2% | +40.3% |
| 1Y | +43.5% | -53.3% | +96.8% | +33.2% |
| All | +43.5% | -53.4% | +96.8% | +33.2% |
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