+96.5%
CFG vs ALHC
-28.9%
+125.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | +11.5% | -10.2% | +21.6% | +11.7% |
| 6M | +19.2% | -28.3% | +47.5% | +21.2% |
| YTD | +23.7% | -31.4% | +55.1% | +26.1% |
| 1Y | +38.8% | -16.9% | +55.8% | +39.2% |
| 3Y | +178.9% | +135.5% | +43.4% | +147.8% |
| 5Y | +101.8% | -33.6% | +135.4% | +88.5% |
| All | +96.5% | -28.9% | +125.4% | +76.8% |
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 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