+42.5%
CI vs ALHC
-33.5%
+76.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +4.4% | -1.0% | +5.5% | +4.5% |
| 3M | +0.7% | -10.2% | +10.8% | +0.7% |
| 6M | +0.3% | -28.3% | +28.6% | +2.1% |
| YTD | +3.8% | -31.4% | +35.3% | +6.0% |
| 1Y | -5.5% | -16.9% | +11.4% | -5.1% |
| 3Y | +8.1% | +135.5% | -127.4% | -3.2% |
| All | +42.5% | -33.5% | +76.0% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling