+82.6%
CFG vs ALHC
-61.4%
+144.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +5.1% | -10.6% | +15.7% | +6.0% |
| 3M | -11.2% | -45.3% | +34.1% | -7.1% |
| 6M | +9.6% | -59.7% | +69.3% | +16.6% |
| YTD | +15.0% | -62.7% | +77.7% | +22.6% |
| 1Y | +29.9% | -56.1% | +86.0% | +36.7% |
| 3Y | +192.1% | +21.3% | +170.8% | +173.8% |
| 5Y | +62.3% | -66.0% | +128.3% | +58.8% |
| All | +82.6% | -61.4% | +144.0% | +72.0% |
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