+9.2%
CNH vs ALHC
+21.9%
-12.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -7.2% | -14.2% | +6.9% | -6.6% |
| 3M | +6.5% | -45.1% | +51.7% | +9.2% |
| 6M | +7.9% | -59.5% | +67.4% | +11.4% |
| YTD | +26.6% | -62.8% | +89.4% | +31.0% |
| 1Y | +13.8% | -55.5% | +69.2% | +16.7% |
| 3Y | +9.2% | +25.7% | -16.5% | +12.6% |
| All | +9.2% | +21.9% | -12.7% | +12.6% |
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 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