+95.5%
CMI vs ALHC
-61.4%
+156.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -14.0% | -10.6% | -3.5% | -13.7% |
| 3M | -28.1% | -45.3% | +17.2% | -26.7% |
| 6M | -35.8% | -59.7% | +23.9% | -34.1% |
| YTD | -10.5% | -62.7% | +52.2% | -8.0% |
| 1Y | -1.9% | -56.1% | +54.3% | +0.3% |
| 3Y | +121.0% | +21.3% | +99.7% | +112.3% |
| 5Y | +114.6% | -66.0% | +180.5% | +109.7% |
| All | +95.5% | -61.4% | +156.8% | +89.2% |
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