-18.9%
CDW vs ALHC
-33.5%
+14.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +9.3% | -1.0% | +10.3% | +9.3% |
| 3M | +9.8% | -10.2% | +19.9% | +9.4% |
| 6M | +23.3% | -28.3% | +51.6% | +24.5% |
| YTD | +13.7% | -31.4% | +45.1% | +14.8% |
| 1Y | -6.5% | -16.9% | +10.5% | -7.2% |
| 3Y | -25.2% | +135.5% | -160.7% | -36.6% |
| All | -18.9% | -33.5% | +14.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling