-41.8%
CLF vs ALHC
-66.2%
+24.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | +10.4% | +0.3% | +10.1% | +10.4% |
| 30D | +0.6% | -10.6% | +11.1% | +1.5% |
| 3M | +4.1% | -45.3% | +49.4% | +9.6% |
| 6M | +15.1% | -59.7% | +74.8% | +23.2% |
| YTD | -4.7% | -62.7% | +58.0% | +2.3% |
| 1Y | +20.4% | -56.1% | +76.5% | +26.5% |
| 3Y | -23.4% | +21.3% | -44.6% | -34.2% |
| All | -41.8% | -66.2% | +24.5% | -43.4% |
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 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