+303.8%
CBOE vs ALHC
-60.6%
+364.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +4.5% | -0.8% | +5.3% | +4.5% |
| 30D | +26.2% | -9.6% | +35.9% | +26.5% |
| 3M | +27.1% | -44.5% | +71.7% | +29.7% |
| 6M | +4.2% | -59.2% | +63.4% | +6.6% |
| YTD | +48.0% | -62.0% | +110.1% | +51.3% |
| 1Y | +42.4% | -54.8% | +97.3% | +44.3% |
| 3Y | +116.8% | +25.0% | +91.8% | +103.6% |
| 5Y | +199.0% | -65.3% | +264.4% | +183.7% |
| All | +303.8% | -60.6% | +364.5% | +277.2% |
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 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