-3.9%
CRM vs ALHC
-31.9%
+28.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -8.1% | -5.8% | -2.3% | -7.8% |
| 30D | +23.1% | -3.3% | +26.4% | +23.2% |
| 3M | +42.5% | -37.9% | +80.5% | +45.5% |
| 6M | +25.3% | -29.5% | +54.8% | +26.2% |
| YTD | -7.8% | -35.4% | +27.6% | -6.7% |
| 1Y | +1.0% | -22.4% | +23.5% | +0.4% |
| 3Y | +10.0% | +146.3% | -136.3% | -8.4% |
| 5Y | -3.9% | -32.0% | +28.1% | -11.9% |
| All | -3.9% | -31.9% | +28.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling