-18.8%
CGNX vs ALHC
-33.8%
+15.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.2% |
| 7D | +3.2% | -6.9% | +10.0% | +3.9% |
| 30D | +6.0% | -6.7% | +12.7% | +6.7% |
| 3M | +3.5% | -37.7% | +41.2% | +7.9% |
| 6M | +26.3% | -30.0% | +56.3% | +28.6% |
| YTD | +79.2% | -36.2% | +115.4% | +83.9% |
| 1Y | +43.8% | -22.9% | +66.7% | +44.1% |
| 3Y | +52.0% | +138.4% | -86.4% | +24.8% |
| 5Y | -24.0% | -32.8% | +8.7% | -34.4% |
| All | -18.8% | -33.8% | +15.0% | -33.1% |
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 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