+34.7%
CMS vs ALHC
-64.2%
+98.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | +6.3% | -14.2% | +20.5% | +6.8% |
| 3M | -2.1% | -45.1% | +43.1% | -0.3% |
| 6M | -5.1% | -59.5% | +54.4% | -2.8% |
| YTD | +1.3% | -62.8% | +64.1% | +3.8% |
| 1Y | -1.4% | -55.5% | +54.1% | +0.5% |
| 3Y | +36.9% | +25.7% | +11.2% | +33.0% |
| All | +34.7% | -64.2% | +98.8% | +34.6% |
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