-44.8%
COMP vs ALHC
-37.0%
-7.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -13.3% | -1.0% | -12.3% | -13.4% |
| 3M | +41.1% | -10.2% | +51.3% | +41.7% |
| 6M | +17.2% | -28.3% | +45.5% | +23.1% |
| YTD | +5.2% | -31.4% | +36.6% | +11.5% |
| 1Y | +18.9% | -16.9% | +35.9% | +18.3% |
| 3Y | +215.9% | +135.5% | +80.4% | +95.3% |
| 5Y | -31.2% | -33.6% | +2.4% | -43.9% |
| All | -44.8% | -37.0% | -7.8% | -55.8% |
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 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