+384.3%
CIEN vs ALHC
-61.8%
+446.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.6% | +10.7% |
| 7D | -5.3% | +3.9% | -9.1% | -5.4% |
| 30D | -40.1% | -3.6% | -36.5% | -40.0% |
| 3M | -34.7% | -49.4% | +14.7% | -33.1% |
| 6M | -50.9% | -59.5% | +8.6% | -49.5% |
| YTD | +15.2% | -63.2% | +78.4% | +18.7% |
| 1Y | +35.2% | -55.5% | +90.6% | +37.7% |
| 3Y | +522.6% | +23.0% | +499.6% | +471.6% |
| 5Y | +344.2% | -65.7% | +409.9% | +319.5% |
| All | +384.3% | -61.8% | +446.2% | +331.7% |
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