-49.3%
COMP vs ALHC
-65.9%
+16.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +11.5% |
| 7D | +13.4% | +1.0% | +12.5% | +13.1% |
| 30D | +11.1% | -14.2% | +25.3% | +14.8% |
| 3M | -18.8% | -45.1% | +26.3% | -7.0% |
| 6M | +10.5% | -59.5% | +70.0% | +33.6% |
| YTD | -3.4% | -62.8% | +59.4% | +18.0% |
| 1Y | +19.7% | -55.5% | +75.2% | +38.3% |
| 3Y | +381.6% | +25.7% | +355.9% | +254.9% |
| 5Y | -17.6% | -66.8% | +49.2% | -21.7% |
| All | -49.3% | -65.9% | +16.5% | -53.2% |
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