-21.1%
CLF vs ALHC
-60.6%
+39.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.3% |
| 7D | +16.0% | -0.8% | +16.8% | +16.0% |
| 30D | +1.6% | -9.6% | +11.3% | +2.5% |
| 3M | +6.7% | -44.5% | +51.2% | +12.2% |
| 6M | +21.1% | -59.2% | +80.3% | +29.6% |
| YTD | -1.6% | -62.0% | +60.4% | +5.6% |
| 1Y | +18.5% | -54.8% | +73.3% | +24.3% |
| 3Y | -21.0% | +25.0% | -46.0% | -31.9% |
| 5Y | -41.4% | -65.3% | +23.9% | -45.1% |
| All | -21.1% | -60.6% | +39.5% | -38.0% |
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