+19.6%
CME vs ALHC
-51.4%
+71.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.1% | -8.8% | +1.1% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +14.2% | -4.2% | +18.4% | +14.2% |
| 3M | +17.9% | -39.8% | +57.7% | +19.9% |
| 6M | +7.2% | -57.7% | +65.0% | +7.3% |
| YTD | +16.7% | -58.8% | +75.5% | +16.2% |
| 1Y | +19.6% | -52.4% | +71.9% | +18.6% |
| All | +19.6% | -51.4% | +71.0% | +18.6% |
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