+513.7%
CIEN vs ALHC
-29.3%
+543.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.3% |
| 7D | -5.3% | -1.0% | -4.3% | -5.2% |
| 30D | -17.2% | -6.3% | -10.9% | -17.0% |
| 3M | -26.9% | -12.3% | -14.6% | -26.9% |
| 6M | +16.0% | -27.0% | +43.0% | +16.8% |
| YTD | +45.9% | -31.8% | +77.8% | +47.3% |
| 1Y | +186.8% | -17.0% | +203.8% | +185.9% |
| 3Y | +607.8% | +159.8% | +447.9% | +525.9% |
| 5Y | +506.7% | -25.1% | +531.9% | +459.8% |
| All | +513.7% | -29.3% | +543.1% | +435.6% |
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