-35.7%
CLX vs ALHC
-61.5%
+25.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | +13.6% | +1.0% | +12.6% | +13.5% |
| 30D | +23.4% | -14.2% | +37.5% | +23.8% |
| 3M | -2.8% | -45.1% | +42.3% | -1.6% |
| 6M | +14.0% | -59.5% | +73.5% | +16.0% |
| YTD | +4.2% | -62.8% | +67.0% | +6.2% |
| 1Y | -1.2% | -55.5% | +54.3% | +0.5% |
| 3Y | -12.7% | +25.7% | -38.4% | -12.9% |
| 5Y | -26.5% | -66.8% | +40.3% | -28.6% |
| All | -35.7% | -61.5% | +25.8% | -36.2% |
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