+116.3%
CBOE vs ALHC
+22.7%
+93.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.8% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | +24.9% | -10.6% | +35.5% | +25.0% |
| 3M | +28.5% | -45.3% | +73.8% | +29.6% |
| 6M | +2.9% | -59.7% | +62.6% | +3.1% |
| YTD | +50.7% | -62.7% | +113.4% | +50.6% |
| 1Y | +45.5% | -56.1% | +101.6% | +44.8% |
| 3Y | +116.3% | +21.3% | +95.1% | +102.1% |
| All | +116.3% | +22.7% | +93.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling