+88.6%
CME vs ALHC
-59.6%
+148.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.5% | -5.5% | +8.0% | +2.6% |
| 30D | +13.9% | -4.9% | +18.9% | +14.0% |
| 3M | +22.4% | -41.7% | +64.1% | +24.1% |
| 6M | +12.9% | -55.2% | +68.1% | +14.7% |
| YTD | +19.6% | -61.1% | +80.7% | +21.8% |
| 1Y | +17.7% | -53.3% | +71.0% | +19.2% |
| 3Y | +65.3% | +28.2% | +37.2% | +60.3% |
| 5Y | +75.1% | -65.8% | +140.9% | +70.3% |
| All | +88.6% | -59.6% | +148.2% | +83.1% |
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