-43.5%
CMCSA vs ALHC
-31.6%
-11.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -6.5% |
| 7D | -8.3% | -4.1% | -4.2% | -8.1% |
| 30D | -2.4% | -5.4% | +3.0% | -2.2% |
| 3M | +4.5% | -32.1% | +36.6% | +6.1% |
| 6M | -18.8% | -28.5% | +9.7% | -18.1% |
| YTD | -8.9% | -34.0% | +25.1% | -7.9% |
| 1Y | -18.3% | -20.9% | +2.6% | -18.3% |
| 3Y | -35.0% | +151.5% | -186.5% | -40.8% |
| 5Y | -48.2% | -28.8% | -19.3% | -51.6% |
| All | -43.5% | -31.6% | -11.9% | -47.8% |
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