+81.2%
CHRW vs ALHC
+28.2%
+53.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -0.1% | -5.5% | +5.5% | +0.1% |
| 30D | -4.3% | -4.9% | +0.7% | -4.2% |
| 3M | -7.4% | -41.7% | +34.3% | -6.0% |
| 6M | -20.7% | -55.2% | +34.5% | -19.2% |
| YTD | -15.9% | -61.1% | +45.2% | -14.0% |
| 1Y | -9.9% | -53.3% | +43.4% | -8.1% |
| All | +81.2% | +28.2% | +53.0% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling