+370.2%
CRWD vs ALHC
-33.0%
+403.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.8% | -5.8% | +3.0% | -2.2% |
| 30D | -5.9% | -3.3% | -2.5% | -5.6% |
| 3M | +29.0% | -37.9% | +66.9% | +35.5% |
| 6M | +91.5% | -29.5% | +121.0% | +95.7% |
| YTD | +78.2% | -35.4% | +113.6% | +83.7% |
| 1Y | +96.6% | -22.4% | +119.1% | +96.9% |
| 3Y | +397.0% | +146.3% | +250.7% | +276.7% |
| 5Y | +218.9% | -32.0% | +250.9% | +184.2% |
| All | +370.2% | -33.0% | +403.2% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling