-35.1%
CLF vs ALHC
+25.6%
-60.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.1% | -5.1% | -12.0% |
| 7D | -21.0% | -6.2% | -14.8% | -20.8% |
| 30D | -8.0% | -9.7% | +1.7% | -7.8% |
| 3M | -10.9% | -44.7% | +33.8% | -9.0% |
| 6M | +5.8% | -58.7% | +64.5% | +8.6% |
| YTD | -15.1% | -61.7% | +46.6% | -12.7% |
| 1Y | +7.2% | -55.7% | +62.9% | +9.2% |
| All | -35.1% | +25.6% | -60.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling