-17.4%
CNH vs ALHC
-65.9%
+48.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -4.0% |
| 7D | +6.4% | -0.8% | +7.2% | +6.4% |
| 30D | -1.6% | -9.6% | +8.0% | -1.1% |
| 3M | +11.6% | -44.5% | +56.1% | +15.7% |
| 6M | +12.5% | -59.2% | +71.7% | +18.2% |
| YTD | +31.1% | -62.0% | +93.1% | +37.9% |
| 1Y | +17.0% | -54.8% | +71.8% | +21.4% |
| 3Y | +28.7% | +25.0% | +3.7% | +18.7% |
| 5Y | -17.4% | -65.3% | +47.9% | -10.8% |
| All | -17.4% | -65.9% | +48.5% | -10.8% |
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 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