-35.3%
CLS vs ALHC
-55.2%
+19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.8% | +7.8% |
| 7D | -10.6% | +3.9% | -14.4% | -10.2% |
| 30D | -38.4% | -3.6% | -34.8% | -38.3% |
| 3M | -29.9% | -49.4% | +19.5% | -32.1% |
| 6M | -40.6% | -59.5% | +18.8% | -41.1% |
| YTD | -24.6% | -63.2% | +38.6% | -31.3% |
| All | -35.3% | -55.2% | +19.8% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling