+8.6%
CME vs ALHC
-19.3%
+27.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +4.2% | -5.4% | +9.6% | +4.3% |
| 3M | +7.3% | -32.1% | +39.5% | +7.3% |
| 6M | -11.4% | -28.5% | +17.1% | -12.6% |
| YTD | +3.5% | -34.0% | +37.6% | +1.8% |
| 1Y | +8.6% | -20.9% | +29.5% | +6.1% |
| All | +8.6% | -19.3% | +27.9% | +6.1% |
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 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