-46.0%
CLF vs ALHC
-62.5%
+16.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +7.9% | +7.1% |
| 7D | -14.1% | +3.9% | -17.9% | -14.5% |
| 30D | -5.5% | -3.6% | -1.9% | -5.4% |
| 3M | 0.0% | -49.4% | +49.4% | +6.0% |
| 6M | +11.3% | -59.5% | +70.7% | +18.7% |
| YTD | -7.7% | -63.2% | +55.5% | -0.8% |
| 1Y | +17.5% | -55.5% | +73.0% | +23.2% |
| 3Y | -25.4% | +23.0% | -48.4% | -36.1% |
| 5Y | -46.0% | -65.7% | +19.8% | -52.0% |
| All | -46.0% | -62.5% | +16.6% | -52.0% |
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 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