+120.5%
CRH vs ALHC
-31.6%
+152.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.4% |
| 30D | -10.8% | -5.4% | -5.4% | -10.6% |
| 3M | -13.5% | -32.1% | +18.6% | -12.1% |
| 6M | -15.4% | -28.5% | +13.1% | -14.6% |
| YTD | -27.6% | -34.0% | +6.4% | -26.7% |
| 1Y | -18.4% | -20.9% | +2.5% | -18.1% |
| 3Y | +72.5% | +151.5% | -79.0% | +59.2% |
| 5Y | +99.2% | -28.8% | +128.0% | +87.8% |
| All | +120.5% | -31.6% | +152.1% | +102.6% |
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