+37.6%
CI vs ALHC
-59.7%
+97.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.1% |
| 7D | +2.6% | +3.8% | -1.2% | +2.2% |
| 30D | +7.3% | +1.7% | +5.7% | +7.0% |
| 3M | +9.5% | -44.3% | +53.8% | +14.4% |
| 6M | +6.4% | -57.2% | +63.7% | +12.7% |
| YTD | +12.0% | -61.2% | +73.2% | +19.2% |
| 1Y | +20.1% | -53.2% | +73.3% | +25.8% |
| 3Y | +9.6% | +27.8% | -18.3% | +4.9% |
| 5Y | +52.7% | -65.4% | +118.1% | +46.7% |
| All | +37.6% | -59.7% | +97.4% | +31.7% |
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