+31.6%
CHD vs ALHC
-66.2%
+97.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +3.6% | +0.3% | +3.4% | +3.6% |
| 30D | +10.4% | -10.6% | +21.0% | +10.7% |
| 3M | +12.2% | -45.3% | +57.5% | +13.9% |
| 6M | +19.9% | -59.7% | +79.6% | +22.3% |
| YTD | +36.4% | -62.7% | +99.1% | +39.3% |
| 1Y | +35.1% | -56.1% | +91.2% | +37.3% |
| 3Y | +29.2% | +21.3% | +7.9% | +25.6% |
| All | +31.6% | -66.2% | +97.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling