+15.0%
CI vs ALHC
-53.4%
+68.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -1.3% | -5.5% | +4.2% | -0.7% |
| 30D | +6.4% | -4.9% | +11.3% | +6.8% |
| 3M | +10.7% | -41.7% | +52.4% | +17.0% |
| 6M | +5.5% | -55.2% | +60.7% | +12.6% |
| YTD | +11.4% | -61.1% | +72.4% | +21.8% |
| 1Y | +15.0% | -53.3% | +68.4% | +21.5% |
| All | +15.0% | -53.4% | +68.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling