+152.4%
CMI vs ALHC
+151.5%
+0.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | -12.3% | -5.4% | -6.8% | -12.2% |
| 3M | -16.8% | -32.1% | +15.3% | -16.2% |
| 6M | +1.5% | -28.5% | +30.0% | +2.0% |
| YTD | +9.8% | -34.0% | +43.8% | +10.4% |
| 1Y | +42.6% | -20.9% | +63.5% | +43.0% |
| All | +152.4% | +151.5% | +0.8% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling