+41.6%
CL vs ALHC
-61.8%
+103.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +0.5% | +3.9% | -3.3% | +0.5% |
| 30D | +11.6% | -3.6% | +15.2% | +11.6% |
| 3M | +5.6% | -49.4% | +55.0% | +6.5% |
| 6M | +13.2% | -59.5% | +72.6% | +14.2% |
| YTD | +26.9% | -63.2% | +90.1% | +28.1% |
| 1Y | +27.3% | -55.5% | +82.8% | +28.2% |
| 3Y | +39.7% | +23.0% | +16.7% | +37.1% |
| 5Y | +41.3% | -65.7% | +107.0% | +37.6% |
| All | +41.6% | -61.8% | +103.5% | +39.2% |
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 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