+81.8%
CME vs ALHC
-61.8%
+143.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.4% |
| 7D | -0.6% | +3.9% | -4.4% | -0.7% |
| 30D | +8.5% | -3.6% | +12.2% | +8.6% |
| 3M | +16.0% | -49.4% | +65.4% | +18.1% |
| 6M | +9.3% | -59.5% | +68.8% | +11.4% |
| YTD | +15.3% | -63.2% | +78.5% | +17.6% |
| 1Y | +14.4% | -55.5% | +69.9% | +16.0% |
| 3Y | +59.9% | +23.0% | +36.9% | +55.2% |
| 5Y | +69.4% | -65.7% | +135.2% | +65.1% |
| All | +81.8% | -61.8% | +143.7% | +76.8% |
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