+74.0%
CHRW vs ALHC
-29.3%
+103.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +0.9% | -6.3% | +7.3% | +1.2% |
| 3M | -19.9% | -12.3% | -7.6% | -19.8% |
| 6M | -15.8% | -27.0% | +11.2% | -15.2% |
| YTD | -5.6% | -31.8% | +26.3% | -4.7% |
| 1Y | +21.0% | -17.0% | +38.1% | +21.1% |
| 3Y | +86.0% | +159.8% | -73.8% | +73.3% |
| 5Y | +88.6% | -25.1% | +113.8% | +75.5% |
| All | +74.0% | -29.3% | +103.3% | +59.7% |
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