+477.0%
CIEN vs ALHC
-33.5%
+510.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -15.2% | -0.6% | -14.6% | -15.2% |
| 30D | -21.5% | -1.0% | -20.5% | -21.5% |
| 3M | -40.1% | -10.2% | -29.9% | -40.2% |
| 6M | -6.6% | -28.3% | +21.7% | -5.7% |
| YTD | +37.3% | -31.4% | +68.7% | +38.6% |
| 1Y | +174.5% | -16.9% | +191.5% | +173.5% |
| 3Y | +562.3% | +135.5% | +426.8% | +483.5% |
| All | +477.0% | -33.5% | +510.5% | +423.9% |
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