+1.4%
CRM vs ALHC
-19.9%
+21.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | -4.4% | -6.9% | +2.4% | -5.3% |
| 30D | +28.1% | -6.7% | +34.9% | +27.1% |
| 3M | +48.8% | -37.7% | +86.5% | +42.5% |
| 6M | +28.3% | -30.0% | +58.2% | +27.0% |
| YTD | -6.0% | -36.2% | +30.1% | -7.5% |
| 1Y | +1.4% | -22.9% | +24.3% | -3.9% |
| All | +1.4% | -19.9% | +21.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling