+20.6%
CNH vs ALHC
-28.9%
+49.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +23.3% | -0.6% | +23.9% | +23.3% |
| 30D | +33.5% | -1.0% | +34.5% | +33.5% |
| 3M | +32.7% | -10.2% | +42.9% | +32.6% |
| 6M | +22.2% | -28.3% | +50.5% | +23.7% |
| YTD | +57.7% | -31.4% | +89.1% | +59.9% |
| 1Y | +28.0% | -16.9% | +44.9% | +27.9% |
| 3Y | +11.5% | +135.5% | -123.9% | -0.5% |
| 5Y | +11.9% | -33.6% | +45.5% | +6.2% |
| All | +20.6% | -28.9% | +49.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling