+7.4%
CNH vs ALHC
-61.8%
+69.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.9% | +11.0% |
| 7D | +8.6% | +3.9% | +4.7% | +8.2% |
| 30D | +12.6% | -3.6% | +16.2% | +12.7% |
| 3M | +17.5% | -49.4% | +66.9% | +22.3% |
| 6M | +18.1% | -59.5% | +77.6% | +23.7% |
| YTD | +40.4% | -63.2% | +103.6% | +47.6% |
| 1Y | +34.0% | -55.5% | +89.5% | +38.9% |
| 3Y | +35.3% | +23.0% | +12.3% | +26.1% |
| 5Y | -5.1% | -65.7% | +60.6% | -6.6% |
| All | +7.4% | -61.8% | +69.2% | -0.8% |
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