+35.5%
CMS vs ALHC
-61.5%
+97.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +7.2% | -14.2% | +21.3% | +7.6% |
| 3M | -1.3% | -45.1% | +43.9% | +0.4% |
| 6M | -4.3% | -59.5% | +55.2% | -2.2% |
| YTD | +2.1% | -62.8% | +64.9% | +4.4% |
| 1Y | -0.6% | -55.5% | +54.9% | +1.1% |
| 3Y | +38.0% | +25.7% | +12.4% | +34.8% |
| 5Y | +33.6% | -66.8% | +100.4% | +31.7% |
| All | +35.5% | -61.5% | +97.0% | +33.4% |
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 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