+73.1%
CME vs ALHC
-65.9%
+139.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | +13.5% | -9.6% | +23.1% | +13.8% |
| 3M | +20.9% | -44.5% | +65.4% | +23.0% |
| 6M | +11.5% | -59.2% | +70.7% | +13.9% |
| YTD | +19.5% | -62.0% | +81.5% | +22.1% |
| 1Y | +17.2% | -54.8% | +72.0% | +19.0% |
| 3Y | +65.1% | +25.0% | +40.1% | +58.8% |
| 5Y | +73.1% | -65.3% | +138.4% | +76.9% |
| All | +73.1% | -65.9% | +139.0% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling