+16.4%
CHD vs ALHC
-31.6%
+48.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -4.2% | -4.1% | 0.0% | -4.1% |
| 30D | -7.6% | -5.4% | -2.1% | -7.4% |
| 3M | -1.6% | -32.1% | +30.5% | -0.8% |
| 6M | -6.3% | -28.5% | +22.2% | -5.9% |
| YTD | +14.6% | -34.0% | +48.6% | +15.3% |
| 1Y | +1.6% | -20.9% | +22.5% | +1.7% |
| 3Y | +3.1% | +151.5% | -148.4% | -0.7% |
| 5Y | +21.1% | -28.8% | +49.9% | +16.5% |
| All | +16.4% | -31.6% | +48.0% | +13.8% |
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