+21.2%
CRM vs ALHC
-29.3%
+50.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -3.5% | -1.0% | -2.5% | -3.4% |
| 30D | +29.3% | -6.3% | +35.6% | +29.6% |
| 3M | +36.8% | -12.3% | +49.1% | +36.6% |
| 6M | +23.9% | -27.0% | +50.9% | +24.6% |
| YTD | -5.5% | -31.8% | +26.4% | -4.6% |
| 1Y | -0.4% | -17.0% | +16.6% | -1.3% |
| 3Y | +12.8% | +159.8% | -147.1% | -5.8% |
| 5Y | -3.5% | -25.1% | +21.6% | -11.0% |
| All | +21.2% | -29.3% | +50.5% | +9.7% |
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