-54.2%
COMP vs ALHC
-64.8%
+10.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.1% | -1.0% | -6.3% |
| 7D | -1.8% | -6.2% | +4.4% | -0.2% |
| 30D | -0.8% | -9.7% | +8.9% | +1.3% |
| 3M | -28.1% | -44.7% | +16.6% | -17.7% |
| 6M | +27.0% | -58.7% | +85.7% | +52.8% |
| YTD | -12.8% | -61.7% | +48.9% | +5.9% |
| 1Y | +4.9% | -55.7% | +60.6% | +21.6% |
| 3Y | +321.0% | +25.6% | +295.4% | +211.6% |
| 5Y | -25.6% | -65.8% | +40.2% | -29.8% |
| All | -54.2% | -64.8% | +10.6% | -58.0% |
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