+20.1%
CI vs ALHC
-52.7%
+72.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +1.9% |
| 7D | +2.6% | +3.8% | -1.2% | +2.1% |
| 30D | +7.3% | +1.7% | +5.7% | +6.9% |
| 3M | +9.5% | -44.3% | +53.8% | +16.4% |
| 6M | +6.4% | -57.2% | +63.7% | +14.4% |
| YTD | +12.0% | -61.2% | +73.2% | +22.7% |
| 1Y | +20.1% | -53.2% | +73.3% | +27.0% |
| All | +20.1% | -52.7% | +72.8% | +27.0% |
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