+40.3%
CIEN vs ALHC
-54.5%
+94.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | +27.4% | -0.8% | +28.2% | +27.4% |
| 30D | -26.6% | -9.6% | -16.9% | -26.9% |
| 3M | -32.0% | -44.5% | +12.6% | -32.9% |
| 6M | -49.1% | -59.2% | +10.1% | -48.6% |
| YTD | +25.7% | -62.0% | +87.7% | +20.3% |
| 1Y | +40.3% | -54.8% | +95.1% | +21.6% |
| All | +40.3% | -54.5% | +94.8% | +21.6% |
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 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