+49.5%
CHRW vs ALHC
-61.8%
+111.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +0.2% | +3.9% | -3.6% | +0.1% |
| 30D | -9.4% | -3.6% | -5.7% | -9.3% |
| 3M | -13.3% | -49.4% | +36.1% | -11.1% |
| 6M | -24.2% | -59.5% | +35.3% | -22.0% |
| YTD | -18.9% | -63.2% | +44.3% | -16.3% |
| 1Y | -12.4% | -55.5% | +43.1% | -10.3% |
| 3Y | +72.2% | +23.0% | +49.2% | +65.2% |
| 5Y | +53.4% | -65.7% | +119.1% | +44.5% |
| All | +49.5% | -61.8% | +111.3% | +40.2% |
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