+2.7%
CNH vs ALHC
-59.7%
+62.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -4.7% |
| 7D | +4.5% | +3.8% | +0.7% | +4.2% |
| 30D | +7.6% | +1.7% | +6.0% | +7.3% |
| 3M | +17.0% | -44.3% | +61.3% | +21.0% |
| 6M | +12.9% | -57.2% | +70.2% | +17.9% |
| YTD | +34.3% | -61.2% | +95.4% | +40.6% |
| 1Y | +28.5% | -53.2% | +81.7% | +32.8% |
| 3Y | +31.9% | +27.8% | +4.0% | +22.6% |
| 5Y | -9.6% | -65.4% | +55.8% | -11.2% |
| All | +2.7% | -59.7% | +62.4% | -5.5% |
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