+36.6%
CHD vs ALHC
-59.7%
+96.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.3% |
| 7D | +2.4% | +3.8% | -1.4% | +2.3% |
| 30D | +13.9% | +1.7% | +12.3% | +13.8% |
| 3M | +8.5% | -44.3% | +52.9% | +9.9% |
| 6M | +20.4% | -57.2% | +77.6% | +22.3% |
| YTD | +34.5% | -61.2% | +95.7% | +36.8% |
| 1Y | +33.8% | -53.2% | +86.9% | +35.4% |
| 3Y | +29.1% | +27.8% | +1.3% | +26.3% |
| 5Y | +31.2% | -65.4% | +96.6% | +27.2% |
| All | +36.6% | -59.7% | +96.4% | +35.1% |
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