+82.2%
CFG vs ALHC
-61.8%
+144.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +0.3% | +3.9% | -3.6% | -0.1% |
| 30D | +3.2% | -3.6% | +6.9% | +3.4% |
| 3M | -9.7% | -49.4% | +39.7% | -4.9% |
| 6M | +3.6% | -59.5% | +63.1% | +10.2% |
| YTD | +14.7% | -63.2% | +77.9% | +22.5% |
| 1Y | +29.6% | -55.5% | +85.0% | +36.2% |
| 3Y | +190.6% | +23.0% | +167.5% | +172.2% |
| 5Y | +67.1% | -65.7% | +132.8% | +63.6% |
| All | +82.2% | -61.8% | +144.0% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling